Heat oven to 375 degrees F. Lightly grease bottom of a 15 x 10-inch jellyroll
pan. Line with wax paper, then grease paper.
Prepare filling: Beat cream cheese and sugar just until smooth.
Beat in eggs,
milk and vanilla extract just until blended. DO NOT OVER-BEAT. Spread in pan evenly.
Prepare Cake: Beat eggs, sugar, orange peel and vanilla extract at least 12 minutes
until very thick, pale and at least tripled in volume (this is very important as
the eggs are the only leavening used in this cake). Sprinkle with flour; fold until
just blended. Spread evenly over filling.
Bake for 19 to 21 minutes or until cake springs back when touched in center.
While cake is baking, sift confectioners' sugar over an area on a clean dish
towel the size of the cake. Invert cake onto towel; remove pan and peel off wax
paper. Roll up, starting at narrow end, using towel to help.
Cool completely on
a wire rack.
When ready to serve, garnish with candied citrus slices.
Cake can be wrapped
and refrigerated up to one week before serving.