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Increase oven temperature to 450 degrees F.
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Blend together cream cheese, sugar, flour, sugar, lemon zest, orange zest, and vanilla in a large bowl until smooth, using a hand mixer at medium speed.
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Add eggs and egg yolk one at a time, mixing well between each addition. Add cream and stir or blend to combine.
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Spread batter evenly in prepared pan.
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Wrap heavy duty aluminum foil around the sides and bottom of the pan (2 layers to be safe).
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Place the foil-wrapped springform pan into a larger deep baking pan (at least 2 to 3 inches deep) that it fits into easily.
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Place both pans in the oven. Pour hot water into the large pan so that is about halfway up, about 1 1/2 to 2 inches.
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Bake for 10 minutes.
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Reduce oven temperature to 250 degrees F and bake for 1 hour.
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Lift foil wrapped pan out of the water bath and place on a rack.
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Carefully lift the pan with water out of the oven and discard water.
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Cool cheesecake completely to room temperature, about 2 hours.
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Chill cheesecake thoroughly, at least 3 hours or overnight.
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Remove foil and side of pan before serving.