Combine flour, suet, caster sugar, baking powder, and cinnamon in a bowl.
Mix in orange juice, zest, and milk to create a soft dough.
Roll dough into an oblong and place onto baking parchment.
Scatter dried fruit and brown sugar over the dough.
Roll the dough from the long side into a cylinder shape.
Place the cylinder in a steamer insert over a saucepan of boiling water.
Cover and steam for 60 to 75 minutes.
Boil butter, brown sugar, cinnamon, vanilla, and orange juice in a saucepan.
Pour the sauce over the cooked pudding and bake for 10 minutes.
Top with marshmallows and bake until they have just melted.