In a saucepan on the lowest heat setting add the heavy cream, sugar, and egg yolks. Use a rubber spatula to mix everything together constantly stirring so the eggs to scramble. Make sure to scrape the spatula along the bottom at all times so no part of the sauce overheats.
After about 2 minutes add the cointreau and blood orange juice and stir for another 3-4 minutes, or until the perfect consistency.
Strain the Crème Anglaise through a fine mesh sieve into a ramekin or other container. Place plastic wrap directly on top of the liquid so a film does not develop. Place in the fridge. Serve chilled.
This holds in the fridge for up to 3 days. Let it sit out of the fridge for 5-10 minutes before you plan to pour it.