The orange-brandy syrup. Mix the orange and lemon juices, brandy, orange zest and sugar in a saucepan and bring to a boil. Simmer for about 15-20 minutes until you a get a syrup. Set aside.
The toasts. In another saucepan, combine the milk, lemon zest and add the cinnamon stick. Simmer over very low heat for about 20 minutes.
Place the baguette slices in a large baking dish in which all slices fit without overlapping (I used a 9x13-inch dish).
Remove the lemon zest and cinnamon stick and pour the milk over the baguette slices. Leave for a few minutes.
Heat some olive oil in a skillet over medium heat. Take one soaked baguette slice, dip in the beaten egg, coating both sides. Cook, turning once, until firm and browned. Repeat with the remaining slices and oil.
Drizzle a little of the brandy-orange syrup over each slice. Enjoy!