Citrus-Bay Rice Pudding with Rice Crisps

Make the rice crisps: Heat the oven to 350°F. Lightly coat an 8- by 8-inch baking dish with some butter. Crush 1 1/2 cups of the rice cereal and place in a large bowl; add the remaining cereal and set aside. Place the marshmallows and butter in a small saucepan over medium-low heat and warm until melted, stirring occasionally. Pour the mixture over the cereal, stir to combine, and transfer to the baking dish. Place in the oven and bake for 7 minutes. Remove from the oven and let cool. Use a sharp knife to cut into 6 squares and set aside. (Crisps can be stored in an airtight container for up to 3 days.) Make the pudding: Place the milk, orange, lemon and lime zests, bay leaves, vanilla bean seeds and pod, cinnamon, sugar, and salt in a medium pot and bring to a boil over medium heat. Remove from the stove and let mixture steep for at least 20 minutes. Fill a large bowl with ice water and fit a medium bowl into it. Set aside. Rinse and drain the rice and place it in a medium saucepan. Strain the milk mixture into the rice and bring to a simmer over medium heat, stirring occasionally. Cook until the rice absorbs most of the liquid and is tender -- about 45 minutes. Stir in the reserved orange juice and continue to cook for 5 more minutes. Transfer the pudding to the medium bowl in the ice bath and let cool. Chill until cold -- 1 to 2 hours. Beat the heavy cream in a medium bowl until soft peaks form and fold into the chilled rice pudding. Serve with rice crisps and Oven-Roasted Grapes (see above).