Put the milk, cream and vanilla bean in a heavy-based saucepan over medium heat. Bring just to the boil, then remove from the heat. Stir in the sugar, cinnamon, nutmeg and orange zest and set aside.
Soak the sultanas in the brandy. Meanwhile, add the rice to the infused milk and return to the heat. Bring to a simmer and stir slowly for about 35 mi