Preheat the oven to 160c. Soak the sultanas in the brandy in a small bowl. Grease an 850ml shallow ovenproof dish.
Slice the sponge into 2cm thick slices and arrange a layer in the base of the dish. Pour half of the butter over, then scatter over some orange zest and juice, half of the candied peel and the sultana mixture.
Repeat a layer of sponge, using it all up.
Split the vanilla pod and scrape out the seeds into a jug. Add the eggs, cream and milk. If you are using vanilla extract, add directly. Whisk together and then pour the mixture over sponge base. Sprinkle with cinnamon sugar.
Place the dish in a roasting tin, fill with boiling water to come halfway up the sides of the tin and bake in the oven for about 35 minutes, or until the pudding is set and golden-brown.
Dust with icing sugar and, using a cook?s mini-blow torch, caramelize the top. Serve with extra cream.