Place the flour, vegetable suet, caster sugar, baking powder and cinnamon in a bowl.
Add the orange juice, zest and milk and mix to form a soft dough.
Roll out the dough to form an oblong shape. Place the dough onto an oblong of baking parchment.
Scatter the dried fruit and sugar over the dough.
Roll up from the long side to force a cylinder.
Place the cylinder onto a steamer insert and place into a large saucepan of boiling water.
Cover and steam for 1-1¼ hours.
To make the sauce, place the butter, brown sugar, cinnamon, vanilla, and the orange juice in a saucepan and bring to a gentle boil.
When the spotted dick is cooked, pour the candied sauce over the spotted dick and then place in the oven for 10 minutes.
Remove, place the marshmallows on top then put back into the oven until they have just melted.
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