For the pudding, place the orange into a medium saucepan and add water. Bring to the boil and cook for 20–30 minutes, or until soft.
Drain the orange and blend in a blender or food processor until smooth, taking out any of the larger hard pips.
Grease and line a 1.4 litres/2½ pints pudding basin. Place the marmalade in the base of the basin.
Put the butter and sugar into a bowl and whisk until light and fluffy. Gradually add the eggs and flour and then the bicarbonate of soda and blended orange and mix together.
Pour the mixture on top of the marmalade, cover with greaseproof paper and then foil and tie with string.
Place a large saucepan on the hob with a side plate in the bottom. Place the basin on top of the plate and pour boiling water around the side to halfway up the basin.
Place a lid on top of the saucepan and simmer for two hours. Keep checking the water and top up when necessary.
For the bourbon custard, place the cream, milk and vanilla pod and seeds into a large saucepan and bring to a simmer. Do not allow the mixture to boil over.
Whisk the egg yolks and sugar until pale in a heat-proof bowl. Strain the cream mixture over the egg yolks gradually stirring all the time.
Return the mixture to the saucepan and cook over a low heat until it thickens – take care to keep stirring and keep the heat low so that it does not scramble. Add the bourbon at the end.
To serve, place a spoonful of the pudding into a serving bowl and pour over the hot custard.