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Step 1
Grease four 3/4-cup (185ml) dariole moulds. Beat the butter, sugar and zest in an electric mixer until pale. Sift in flour and baking powder, then add eggs one at a time, beating well between each addition. Add milk, then beat for 1-2 minutes until the mixture is light and combined. Divide mixture among greased moulds.
Step 2
Cut four 15cm squares of baking paper and foil. Place the paper on the foil and fold to form a pleat in the centre. Place over the moulds, foil-side up, then tie with kitchen string to secure.
Step 3
Place the moulds in a large saucepan and pour in enough boiling water to come halfway up the sides of the moulds. Cover the pan, then boil for 40 minutes until the puddings are firm.
Step 4
Meanwhile, for the sauce, place juice and sugar in a pan with 100ml cold water and stir over low heat until the sugar dissolves. Add orange slices and Grand Marnier if using, then simmer, stirring occasionally, for 45 minutes or until the sauce is thickened and reduced.
Step 5
Allow the puddings to stand in the moulds for 5 minutes, then invert onto plates and pour over the sauce. Serve drizzled with custard or cream.