method
1. Split each sponge slice into two layers and sandwich back together with the marmalade.
2. Put the cakes on the bottom of a 8 inch diameter serving dish that is 4 inch deep.
3. Sprinkle the cakes with the sherry and leave to soak for at least 3 hours.
4. Meanwhile make the custard. First warm the milk, adding the vanilla.
5. Prepare a double boiler. Beat the eggs with half the sugar together in the top pan. Pour on the milk and cook gently, stirring all the time, for about 15 minutes until the custard is thick.
6. Leave to get completely cold.
7. Grate the rind from 2 oranges and squeeze their juice. Segment the other oranges and scatter the fruit segments over the cake.
8. Combine the grated orange and lemon rinds and juices, then add the remaining sugar and stir until dissolved.
9. Whip the cream until thick and fold this and the fruit juice mixture into the cold custard. Pour this over the oranges in the dish.
10. Cover and chill for at least 2 hours.
11. Remove from the refrigerator 30 minutes before serving.
