Rub the sugar lumps over the skin of the oranges until they absorb the orange oil. Put the lumps into a frying pan once they are saturated.
Squeeze the oranges and pass the juice through a sieve into a bowl and set aside.
Add the caster sugar to the same frying pan as the sugar lumps and set over a medium heat.
Once the sugar begins to caramelise, pour in the orange juice. Add the butter, cube by cube, then the lemon juice and bring to a gentle simmer.
Take one pancake, pop it in the sauce and turn it over. Fold it in half and then half again to form a triangle. Push to the side of the frying pan and repeat with the remaining pancakes.
By now the sauce should be nicely concentrated. Add the Cointreau and stir to combine.
Pour the cognac into a ladle over a flame. It will ignite when warm. Pour over the pancakes and serve immediately with cream.