Boil whole orange (with skin) in a pressure cooker with 2 cups of water (cook in low flame till one whistle) or in a saucepan put 2 cups of water and orange. Boil it for 60 minutes covered in low flame.
After boiling allow orange to cool down completely. Then remove it's pulp and remove pith from the skin.
Wet mixture: In a grinder mix sugar, oil, cold milk, boiled orange (with skin and pulp), vanilla custard powder and grind into a smooth batter.