1. Put the raisins and sherry in a small saucepan. Heat gently until warm, then set the psan aside, which will let the raisins swell.
2. Mix the rice, lemon peel and water in a heavy saucepan and bring to a boil. Lower the heat, cover the pan and simmer for about 20 minutes. Remove the lemon peel.
3. Add the milk and the cinnamon stick to the pan, then stir until the rice has absorbed the milk. Stir in the sugar and salt. Add the egg yolks and butter. Stir constantly until the cuter has melted.
4. Drain the raisins and stir into the rice mixture. Cook for 2-3 minutes, top with the toasted almonds and serve with the orange segments. Place a cinnamon stick in each bowl.