Prepare the orange curd.
You will need to cook this using the double-broiler / bain-marie method. Add some water into a sauce pan and a heatproof bowl in it. The hot water shouldn't touch the top of the bowl.
In the top bowl, add the egg yolks, whole egg, cornstarch, sugar and salt. Whisk vigorously until fluffy and the sugar is almost melted. Now you can add it in the heated saucepan with water. Turn on the stove on medium heat and place the heatproof bowl inside the saucepan. Add the orange juice slowly, while mixing continuously. The mixture will start cooking slowly from the steam.
After 10 minutes, you will notice the eggs are no longer foamy and the sauce thickens. Now you can use a spatula to mix slowly. You can stop as soon as you notice the sauce is thick enough to stay on the spatula (a couple of minutes).
Remove from heat and add the butter cubes, one at a time. Mix well and set aside in the fridge.
Continue with the pudding cake.
Spray the baking dish with a little bit of olive oil.
In a bowl, with the help of a hand mixer, whisk the butter and add orange juice, sugar, eggs, baking powder, flour and the orange zest, until you get a homogeneous and soft cream. Add the orange curd and mix in with a spatula.
Transfer it to the pudding tray. Put the tray in the fridge for an hour.
Heat the oven to 180 C (356F).
Put the pudding in the oven for 50-60 minutes, or until a toothpick comes out clean. Let it cool for at least 10 minutes before serving.