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Bring the raisins and rum to just under the boil in a small pan, then remove from the heat and leave to soak for 1 hr. Heat the oven to 200C/180C fan/gas 6.
Sift the flour into a bowl with a pinch of salt and the caster sugar. Make a well in the centre, and add the egg yolks and vanilla. Gradually add the milk, stirring all the time and gradually bringing in all the flour. You want to end up with a thick, smooth batter. Stir in the lemon and orange zests.
Beat the egg whites in a clean bowl to medium peak stage using an electric whisk, then fold the whipped egg whites into the batter using a large metal spoon.
Melt the butter in a deep 30cm ovenproof frying pan, and, when foaming, tip in all the batter. Cook until it starts to firm up at the edge, then spoon over the rum-soaked raisins. Continue to cook until the bottom of the pancake is set (check by gently lifting with a palette knife) then bake in the oven for 7-10 mins.
Tear the pancake into rough pieces and arrange in a large gratin dish. Bake for 6-8 mins more until golden and crisp at the edges, then dust with some icing sugar and serve with thick cream.