Preheat oven to 170°C fan / 375°F.
Half the vanilla pod and scrape out the vanilla seeds from the inside.
Transfer the vanilla seeds to a pan and add the remaining custard ingredients. Bring to the boil and simmer for 5-8 minutes or until custard has thickened. Stir frequently.
Halve the hot cross buns and butter each half. Then lay the 8 bottom halves in a baking dish.
Break the chocolate into bite-size pieces and place on top of the first layer of hot cross buns. Sprinkle with orange zest and cover with the top halves of the hot cross buns.
Pour the custard over the hot cross buns making sure all the buns are covered.
Leave the pudding to soak for 20 minutes in the custard.
Bake for 20 minutes.
Remove from the oven and brush the top of the buns with marmalade, then bake for a further 5 minutes.