Add the milk and butter to a saucepan and heat gently until the butter melts and the milk is hot but not boiling. Remove from the heat and stir in the rum, vanilla extract, and orange zest. Set aside to cool slightly.
In a bowl, whisk together the egg, egg yolk, and sugar until well combined. Add the flour and salt and mix gently until smooth and free of lumps.
Gradually pour the warm milk mixture into the batter, stirring continuously until fully incorporated. Cover the bowl with plastic wrap and refrigerate the batter for 24 hours.
The next day, generously butter the canelé molds. Strain the rested batter to ensure a smooth texture, then pour it into the molds, filling them almost to the top.
Preheat the oven to 180°C (355°F). Place the molds on a baking tray and bake for about 45 minutes, until the canelé develop a dark golden crust.
Remove from the oven and allow them to cool slightly before unmolding. Serve the canelé fresh, when the contrast between the crisp exterior and soft interior is at its best.