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Put the flour and salt in a bowl. Add the suet, currants, sugar, lemon and orange zest.
Pour in 150ml milk and mix to a firm but moist dough, adding the extra milk if necessary.
Shape into a fat roll about 20cm long. Place on a large rectangle of baking parchment. Wrap loosely to allow for the pudding to rise and tie the ends with string like a Christmas cracker.
Place a steamer over a large pan of boiling water, add the pudding to the steamer, cover and steam for 1½ hours. Top up the pan with water from time to time.
Remove from the steamer and allow to cool slightly before unwrapping. Serve sliced with custard.