Preheat oven to 350° degrees. Lightly spray a one-quart baking dish or six 4-ounce custard or souffle cups with nonstick spray.
Bring the milk to a boil. Add the oats gradually, stirring constantly. Reduce heat and simmer, stirring frequently, until creamy and fully cooked, 3 to 4 minutes. Transfer to a mixing bowl and allow the oatmeal to cool slightly. Stir the almonds, honey, currants, egg, orange rind, salt and cinnamon into the oatmeal. With an electric mixer on medium speed, beat the egg whites to medium peaks. Fold into the oatmeal mixture.
Spoon mixture into the baking dish or custard cups. Cover loosely with foil. Stand the dish or custard cups on a baking sheet and bake until puffed and set, about 1 hours for a large pudding or 45 minutes for individuals.
Note: For a lighter textured and moister pudding, bake the pudding in a water bath by placing the containers in a larger pan and add enough boiling water to come up at least 1 inch along the side of the pudding dishes. Cover loosely with foil and bake as directed above.
