Generously butter the base and sides of a large pie or baking dish. Pour the rice, sugar and milk into the dish.
Split the vanilla pod with a knife and scrape out the seeds. Add to the rice mixture and gently mix everything together, spreading the vanilla seeds throughout the milk. Add the split vanilla pod to the dish, pushing it underneath the milk. Grate a fine layer of nutmeg over the top and dot with small pieces of butter.
Slide the dish carefully onto a shelf on the bottom runners in the roasting oven and cook for 35 minutes. A brown skin should have formed and the milk will be bubbling. Move carefully to the centre of the simmering oven for approximately 2 ½ hours*.
Remove from simmering oven and serve with your accompaniment of choice (see below)!
