Preheat the oven to 350°F. Combine the sugar and 1/2 cup water in a medium saucepan. Add the vanilla bean and seeds to the pan. Bring it to a boil, lower the heat, and simmer until the sugar has dissolved. Add the thin slices of sour orange and cook them for 10 minutes, until translucent. Do not boil the syrup; just gently simmer it. Remove from the heat and keep the candied oranges in the syrup.
Combine the almond paste, 1 of the eggs, orange zest, and lemon zest in the bowl of a stand mixer. Using the paddle attachment, mix on medium-high speed until a thick and smooth paste forms. There might be some small lumps left, which is fine. Add the remaining 3 eggs. Switch to a whip attachment and whip the mixture for 5 minutes on high speed, until thick and pale in color.
Add the millet flour, baking powder, salt, and melted butter. Whip on
high speed for another 30 seconds, until all the ingredients are
Line the bottom of a 9-inch round cake pan with a circle of parchment paper. Grease the paper and pan and pour in the batter. Bake for 30 minutes. When a toothpick inserted in the center of the cake comes out clean, it is done. Let the cake cool in the pan for 20 minutes. Invert it onto a cooling rack.
Serve the cake with the candied sour oranges on top as well as some of the vanilla syrup.