Using a serrated knife, slice the skin and pith from the oranges and grapefruits, closely following the curve of the fruit. Set aside each fruit after slicing it into 1cm rounds.
Set aside half of the orange zest in 150g yogurt in the fridge.
Preheat the oven to gas 14, 110 degrees Celsius, fan 90 degrees Celsius. Using an electric whisk, beat the egg whites with a pinch of salt in a clean mixing basin for about 1 minute, or until soft peaks form. Whisk together the egg yolks, milk, lemon zest, remaining orange zest, 2 tbsp honey, and the remaining 150g yogurt in a separate dish. In a separate bowl, whisk together the flour and 34 tsp cinnamon. Fold in the egg whites with a large metal spoon to form a thick, airy batter.
Over medium heat, heat a large nonstick frying pan.⅓ tbsp butter, melted; 1 slightly heaping tbsp batter per pancake, dropped in 1 slightly heaped tbsp batter per pancake, cooking 3-4 per batch and spacing them apart in the pan. Cook for 2-3 minutes on each side, or until puffed and golden, lowering the heat if they are browning too quickly. Transfer to a platter and keep warm in the oven while you finish the rest of the pancakes, adding extra butter as required to the pan. 12 pancakes should be made from the batter.
Serve 3 pancakes per person, topped with spoonfuls of orange yogurt, sliced citrus, and leftover honey. If desired, dust each serving with a bit of the remaining ¾ tsp of cinnamon and top with chopped walnuts.