Mix everything from the Day 1 list of ingredients, including the zest and juice of 1 of the oranges, in a large mixing bowl. Cover and leave to marinate overnight.
Add the rest of the ingredients from Day 2 and stir together really well.
Butter a pudding bowl, and slice half of the extra orange very thinly, tucking 3 of the slices into the bottom of the basin.
Fill the pudding bowl with the pudding mixture then prepare the bowl for the steam.
Take a large piece of greaseproof paper and lie a piece of foil on top, make a fold in the centre of both pieces which allows for more room for the steam to rise. Place these over the top of the pudding bowl, with the foil on top, securing with string around the pudding. Trim off any excess paper and foil, you don't want them to hanging too low as otherwise they will soak up the water during the steam.
Place a wire rack (or a folded up tea towel) into a large lidded pot, deep enough to cover the pudding. Then place the pudding on top of the rack.
Fill the pot up with boiling water until halfway up the pudding. The water should not touch the greaseproof paper or foil otherwise they will soak it up and the pudding will go soggy. Place the lid on the pot and turn the heat on so the water is kept at a simmer.
Steam for four hours, checking the water level occasionally and topping up if necessary.
Remove the pudding from the pot then leave to cool. Once cool re-wrap the pudding in fresh greaseproof paper and foil and store in a cool dark place until Christmas Day.
On Christmas Day re-heat the pudding by steaming again on the wire rack in the pot, the same way as before. Your pudding will only need two hours this time.
Turn your pudding out onto a serving plate and serve immediately with the Cointreau sauce.