Spread the jam over the slices of madeira cake and place in the bottom of a large glass dish, or divide evenly between six tall glasses.
Pour the madiera over the cake and sprinkle the fresh raspberries evenly over the top.
To make the custard, bring the milk to the boil with the split vanilla pod. In a separate bowl mix the sugar with the egg yolks.
Once the milk is boiling, pour onto the egg mixture and return to the pan. Return to the heat and stir until it coats the back of a wooden spoon (do not allow the mixture to boil or it will curdle). Pass through a sieve, add the orange zest and allow to cool. Pour over the Madeira cake and raspberries.
Whip the double cream. Pipe or spread the double cream over the top.
Refrigerate overnight, and sprinkle with the toasted flaked almonds just before serving.