Parboil the bulgar wheat in a pan for about ten minutes, then drain.
Bring the milk and cream to the boil in a heavy-based pan and add the drained bulgar wheat, half the vanilla seeds and the sugar. Simmer for 10-12 minutes, or until the bulgar wheat is tender.
To serve, spoon the pudding into bowls and arrange the sliced orange on top. Combine the yoghurt, honey and remaining vanilla seeds and spoon over the orange slices.
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Guests in this edition are comedian Tony Slattery and actress Phyllida Law.