This recipe was amazing when Jamil made it although the recipe was modified a bit. I am pretty sure he used less cream although he can confirm in comments here.
I have added the text of the recipe as well as the link in case they take it down at some point.
Highly recommended, even if it is from that annoying weirdo Nigel Slater. It is bad enough with Nigella hamming it up over a staged kitchen scene, but when a guy sounds like that it is just disturbing.
Anyway here’s that link.

And the text…

Orange and lemon cheesecake
I was never entirely happy with the texture of my cheesecakes, until I tried the water-bath method of baking them that Nigella Lawson uses in How to Be a Domestic Goddess. Serve with a jug of soured cream, beaten till runny and slightly sweetened.
80g butter
250g digestive biscuits
500g mascarpone
150g cream cheese
150g golden caster sugar
3 large eggs
1 egg yolk
an orange
a lemon
150ml double cream
1/2 tsp vanilla extract
Melt the butter in a saucepan. Crush the digestive biscuits to a fine powder with a plastic bag and rolling pin, or in a food processor. Tip the biscuits into the butter and stir to mix. Set the oven at 140C/Gas mark 1. Press two-thirds of the buttered crumbs into the base of a deep, 22cm loose-bottomed cake tin. Put in a cold place to harden (the freezer is ideal). Put the kettle on to boil. Put the mascarpone, cream cheese, caster sugar, eggs and the extra yolk in a food mixer. (You will need the beater attachment.) Finely grate the orange and lemon zest into the cheese and sugar then beat until thoroughly mixed. Fold the cream, juice of the lemon (not the orange) and vanilla extract into the cheesecake mix. Wrap the tin in tinfoil, covering the bottom and sides with a single piece. I do this twice to ensure the water doesn’t seep in. Pour the cheesecake mixture on top of the hard crumbs. Pour the water from the kettle into a roasting tin. It needs to be enough that the water will come halfway up the cake tin. Lower the tin into the roasting tin and very carefully slide into the oven. Bake for 50 minutes, then leave the cake to cool in the oven.