Place the egg yolks, sugar and orange liqueur in a large heatproof bowl and set over a pan of simmering water, ensuring that the base of the bowl does not touch water (you also need to ensure that the bowl does not get too hot or the eggs will cook too fast and scramble).
Whisk continuously to achieve a smooth and foamy texture.
Meanwhile, warm your leftover Christmas pudding and separate into 4 large martini glasses.
When the egg mixture has tripled in volume, pour the hot zabaglione over each of the glasses with Christmas pudding.
Decorate each zabaglione with three orange segments and serve immediately