Prep ramekins. Place 6 (6-ounce) ramekins on a baking sheet and set aside.
Marinate the orange. Place the the blood orange segments in a bowl and add the champagne and ½ teaspoon granulated sugar. Set aside. (Here's how to segment the orange.)
Scald the cream with the zest and vanilla. Add the cream and blood orange zest to a medium-sized pot and place it on the stove. Use a paring knife to make a slit in the vanilla bean lengthwise, and then use the back of the knife to spread each half open, and scrape all of the beans into the cream. Add the emptied pod to the cream as well.Now turn the heat to medium-high under the pot of cream and scald it -- it should not quite be boiling, and should just have tiny bubbles along the edges.
Meanwhile, whisk eggs with sugar. In a medium-sized mixing bowl, whisk the egg yolks with the remaining 5 tablespoons of sugar. Whisk until it's thick and a lighter yellow, about 5 minutes.
Temper and combine the cream mixture with egg mixture. Turn the heat off of the cream and use a large ladle to add a cup or so of the hot cream to the egg mixture, and whisk it immediately. Repeat this one more time, and then add this to the remaining cream in the pot. Turn the heat to medium-low and whisking constantly, cook until the mixture is thick, about 6 minutes or so. It should coat the back of a spoon and stay there. (Should it look like the mixture is separating - becoming grainy -- quickly and carefully, pour it in a blender and blend. This should bring it back together.) Set aside.
Assemble. Use a slotted spoon to add about one sixth of the champagne-marinated blood orange segments to each ramekin.Now add 1½ tablespoons of the excess blood orange-champagne juice that's left in the bowl, to the custard and mix.Pour equal amounts of the custard over the blood orange segments in each ramekin. Then very gently press one of the thin blood orange slices on top of each one. Then place the baking sheet in the refrigerator for at least 4 hours, and ideally overnight.
Brûlée! When you're ready to serve, sprinkle each one evenly with 1 tablespoon of the super fine sugar. (A sugar shaker is perfect for this.) Then use a small kitchen blow torch to brown the sugar to create a crust. If you don't have the kitchen torch, you can also place them under the broiler, fairly close to the flame, just until they brown, 1 minute or less.