In a large bowl, whisk together all of the filling ingredients until smooth.
Cut the oranges in half and squeeze the juice out while keeping the skin intact as much as you can.
Fill each orange half with the filling and then freeze for at least one hour. (Placing them in small dishes on a baking tray will help keep their shape, but they will probably be fine if you don’t have enough little dishes).
Soften for 15-30 minutes at room temperature before serving.