Whisk together 1/3 cup sugar, cornstarch, and teaspoon salt in a medium saucepan. Whisk in milk and egg yolks. Over medium heat, bring the mixture to a boil, whisking constantly. Reduce heat and simmer 1 minute. Remove pan from heat and whisk in 2 tablespoons melted butter and vanilla. Transfer to a metal bowl, place waxed paper directly on the surface, and chill until cooled, about 1 hour.
In a skillet over medium-high heat, melt 3 tablespoons butter and 3 tablespoons sugar. Cook until golden. Peel and slice orange; add to the skillet and toss. Spoon the fruit over small bowls of the cooled pudding and serve.