Preheat the oven to 180°C and grease a 20cm springform tin.
Whisk egg yolks, golden sugar, and vanilla until pale and creamy.
Beat in semolina and warmed milk then thicken in a pan over low heat for 10 minutes.
Whisk egg whites to stiff peaks and fold into the semolina custard.
Layer 6 buttered filo sheets in the tin with excess hanging over the sides.
Pour custard into the tin and fold overhanging pastry over the top.
Cover with a final buttered and folded filo sheet and tuck in the sides.
Bake for 45 to 50 minutes until the custard is set.
Prepare oranges by zesting, peeling, and slicing into thin rounds.
Boil caster sugar and 190ml water until dissolved then add zest and lemon juice.
Simmer syrup for 10 minutes until thick and add the orange slices.
Cool the pie to room temperature and serve with oranges in syrup.