Place the coconut cream in the fridge. Alternatively, whip heavy cream until it becomes dense (not too thick) and put it in the refrigerator. Inside an S-blade food processor process the almonds until almost buttery.
In a medium pot, whisk together almond milk, coconut milk, erythritol, and ground almonds. Bring to boil slowly and whisk until erythritol dissolves. Set aside.
Dissolve agar-agar in coconut water. Slowly heat up (in a microwave if you wish) until it dissolves completely.
Add the agar-agar to the hot almond-coconut mixture, and whisk.
Pour into another bowl where the mixture will cool quicker. Add orange oil or zest. Mix thoroughly. Leave to cool completely. Whisk occasionally until it becomes dense. To make this step faster, place this bowl in a larger bowl of ice and whisk slowly until cool and thickened.
Slowly and carefully fold in the cream.
Distribute into 6 small dishes. Choose either glasses or lightly greased pudding dishes.
Let cool and thicken in a fridge for a couple of hours. Serve with some roasted almonds and/or sugar-free orange marmalade.