Put the raisins and Marsala in a bowl and leave to soak.
Use the tip of a small, sharp knife to score the vanilla pod lengthways through to the centre. Put it in a heavy-based saucepan with the milk, bring just to the boil, then remove from the heat and leave to infuse for 20 minutes.
Stir the sugar, orange rind and cinnamon into the milk and return the pan to the heat. Tip in the rice and cook very gently, stirring frequently, for about 15 minutes until the mixture is thick and creamy and the rice is tender.
Stir in the steeped raisins and cream and heat gently for a further 2 minutes. Serve warm, decorated with flaked almonds and grated orange rind.