Preheat the oven to 350 F. Prepare an 8-inch square baking dish with cooking spray.
Tear the bread slices each into 8 pieces and place in a large bowl. Add the currants and orange zest. Set aside.
In a blender, puree the bananas; there will be about one cup. Add the milk, sugar, eggs, vanilla and a few gratings of nutmeg. Blend until well combined. Pour the banana mixture over the bread and mix with a rubber spatula to combine well.
Pour the bread mixture into the prepared baking dish. Let it sit for 15 minutes.
Bake the pudding until it is slightly puffed and a knife inserted into the center comes out clean, about 30 minutes. Let the pudding sit 30 minutes before serving, or cool until lukewarm. Cut into six pieces and serve.
NOTE: Freshly grated nutmeg has far more flavor than when it is bought already ground. Whole nutmeg keeps for years, and is worth buying at specialty food stores.
Each of the six servings contains 239 calories and 4 grams of fat.
