Beat the egg yolks with the confectioner's sugar, and the orange juice and zest until thick and creamy. Add the vanilla and cointreau and beat well. In a separate bowl, beat the egg whites until sof peaks form. Carefully fold them into the egg yolk mixture. Divide among prepared ramekins and place them on a rimmed baking pan; bake for 15 minutes or until puffed and golden.
Meanwhile, place all the ingredients for the syrup in a medium saucepan. Mix well and cook over medium heat for 5 minutes. Pour through a fine sieve into a clean saucer and serve with souffles.