1. Mix the cornstarch with egg yolks; add a little orange juice.
2. Heat to boil the remaining orange juice and add to the cornstarch mixture. Return the mixture to the saucepan and simmer, stirring to thicken.
3. In a bowl mix the orange and lemon zest, butter and liqueur. Add to the sauce and heat without boiling. Serve in a fondue dish with fruit, cake and cookies.