Begin by warming the rum in a small pan, then add the mixed dried fruit.
Take it off the heat and leave on one side for about 15 minutes until the fruit softens and plumps up. Meanwhile, cut the malt loaf into 1cm cubes.
In a large bowl, whisk the sugar, milk, cream and eggs together, then stir in the cubes of malt loaf, the almonds, orange and lemon zests and mixed fruit (plus any stray rum). Give it a good mix before pouring the whole lot into a 850ml buttered pudding basin.
Cover the basin with a double sheet of buttered foil (about 23cm square) and twist it at the corners to make a lid.
Now half-fill a large saucepan with hot water, carefully lower the pudding basin in, cover tightly and steam gently for 2 hours, checking once or twice to see if the water needs topping up from the kettle. To serve, turn the pudding out on to a warm serving plate and serve with the custard, hot or chilled, whichever you prefer.
850ml pudding basin