Cath, you can take your favorite cheesecake recipe and make these simple adjustments:
Scrub, then zest an orange, zest a lemon, add the juice from the orange and 3 Tbl of Grand Marnier, Cointreau, or Triple Sec. That will get you to your citrus flavoring. Taste and see if it needs any of the lemon juice, but try not to add more than 1 Tbl.
You can make the brulee shards by melting 3/4 white sugar slowly in a heavy pan until it is coppery colored. Then pour it into a cookie sheet and give it a little shake to thin. Quickly though, because it will set up immediately. When cool, break into shards.
I wouldn't put the shards on the cheesecake until ready to serve, especially with the cheesecake chilling in the frig. I'm not sure what the cold would do to the sugar.
If you need a full recipe for the cheesecake, give a holler back.