Pick, wash and soak rice in sufficient water for half an hour. Soak raisins in water for 15 minutes. Squeeze out excess water. Chop dates roughly. Finely shred orange rind.
Boil milk in a non-stick saucepan. Drain and add rice to the boiling milk, reduce heat and cook, stirring continuously till the rice is soft and the milk is completely absorbed. Remove from heat and cool to room temperature.
Combine cooked rice with honey, raisins, vanilla essence, chopped dates, shredded orange rind and fresh orange juice. Pour into a medium sized ceramic or glass ovenproof dish. Bake the pudding in the preheated oven at 160°C for fifteen minutes. Serve warm or chilled.