Place the butter, sugar and lemon and lime rind in a large bowl and beat with a hand-held electric whisk until light and fluffy. Add the egg yolks and flour and beat in (the mixture will look curdled), then whisk in the lemon and lime juice and milk.
Whisk the egg whites in a clean bowl with a hand-held electric whisk until stiff, then gently fold into the lemon and lime mixture.
Put 4 x 200 ml (7 fl oz) ovenproof dishes in a roasting tin and pour the pudding mixture into the dishes. Pour enough water into the tin to come halfway up the sides of the dishes.
Place in a preheated oven, 180ºC (350ºF), Gas Mark 4, for 20 minutes or until the tops are golden brown and spongy and there is a lovely lemon and lime sauce in the bottom. Serve immediately.