First prepare the orange and lemon zests, and to do this it's best to use a potato peeler and pare off the outer zest, leaving the white pith behind.
What you need is 4 strips of each zest measuring approximately 2 x 1 inch (5 x 2.5 cm). Then, using a sharp knife, cut the strips into very thin, needle-like shreds. Now pop these into a medium-sized saucepan, along with the sugar and 10 fl oz (275 ml) water, bring everything up to a slow simmer and let it simmer as gently as possible for 15 minutes.
While that is happening, squeeze the juice from the orange and lemon, and in a separate bowl, mix the flour and butter together to form a paste. When the 15 minutes is up, add the orange and lemon juice, along with the rum, brandy and sherry, and bring it all back up to a gentle heat. Now add the paste to the liquid in small, peanut-sized pieces, whisking as you add them, until they have dissolved and the sauce has thickened.
Serve the sauce hot in a warmed serving jug and, if you make it in advance, re-heat it gently without letting it come to the boil. Serve some sauce spooned over each portion of Light Christmas Pudding and hand the rest around separately