In a small bowl, place the currants and rum together and let soak for a few hours or overnight.
Place the milk, sugar, lemon and orange rinds in a small saucepan over medium heat, then stir until the sugar dissolves.
Add the rice, stir and bring to a boil; lower the heat so it simmers gently, uncovered, for about 30 minutes or until rice is cooked and milk is absorbed. Cool, then place in fridge for a few hours or overnight.
Beat the egg whites until stiff; set aside.
Remove the rice from the fridge and add the egg yolks, currants and rum, and mix well.
Add the flour, and once combined, gently fold in the beaten egg whites. Once evenly mixed, heat the oil until hot and drop teaspoonfuls of dough into the oil.
Fry until golden brown, then drain on a paper towel lined plate. Allow to cool for about 10 minutes, then lightly coat in sugar.
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