Melt the butter in a saucepan over a low heat.
Cut the crusts off the bread slices, and, using a pastry brush, spread 6 or 7 on both sides with melted butter (reserving some for the rest). Place them in the baking dish, covering the base and sides as a lining. Press them down firmly, then sprinkle in a layer of sliced apple, a little grated orange zest and juice, and a layer of sugar.
Carry on like this until all the apple is used, but keep back a tablespoon of sugar. Brush melted butter on the other slices of bread and press them on top. Sprinkle on the remaining sugar and add any melted butter that's left over.
Bake the pudding for 50-55 minutes or until the top is crisp, golden and crunchy and the apples inside are soft.
Pre-heat the oven to gas mark 4, 350F (180C).