Place sultanas and orange juice in a small saucepan and heat until orange juice is just about to boil. Remove from the heat and allow the sultanas to cool whilst you prepare the rest of the pudding.
Cut the bread into 8 medium-thick slices. Then cut each slice into triangles.
Spread the bread generously with the butter on both sides. Then spread with the marmalade.
Butter an ovenproof dish.
Arrange the triangles of bread in the dish to overlap each other slightly. Once you have arranged one layer then sprinkle over half of the drained sultanas.
Arrange a second layer of the bread triangles, overlapping in the same way as before then sprinkle over the rest of the sultanas.
Beat egg, egg yolks and caster sugar in a large jug until pale and creamy.
Heat the cream, milk, vanilla with the spices and lemon zest until just below boiling point. Remove from the heat.
Pour the hot cream into the whisked eggs very slowly in a thin stream, whisking the eggs all the time to avoid them curdling in the heat. Whisk together until totally combined.
Pour the hot custard over the bread layers, making sure every inch of bread is covered. Spoon the custard over any dry bread that has been missed.
Place the dish in the fridge for at least 2 hours (or overnight) for the custard to soak up into the bread.
Pre-heat the oven to 180°C / 160°C fan / gas mark 4.
Bake the bread and butter pudding for 30 minutes.
Remove from the oven then allow the pudding to rest for at least 30 minutes then dredge with icing sugar.