Preheat the oven to 140 °C/gas 11/2.
Heat the butter and sugar until foaming and add the rice. Stir to coat all the grains until they are glistening.
Heat the milk and add it carefully and gradually to the rice - it will spit at first. Add the cream, salt and lemon zest (in one piece for easy removal later). Split the vanilla pod, scrape out the seeds and add pod and seeds to the rice.
Bring to a gentle boil and, before the milk rises, pour into a deep earthenware dish to cook gently in the oven for about 21/2 hours. Cover the surface of the pudding with parchment paper to prevent a brown skin forming.
When cooked, remove from the oven, remove the lemon zest and vanilla pod and pour the rice mixture into 4 large ramekins. Allow to cool while you prepare the fruit.
Cut the fruit into suitable sized chunks to be threaded on to the satay sticks (soak these first in water for a while to stop them burning). Allow two sticks per person. Dredge the fruit generously with icing sugar and caramelise them under the grill or with a blow torch.
Dredge the top of the puddings quite thickly with a mixture of icing sugar and caster sugar and pop the dishes under the grill to caramelise and melt the sugar (or, again, use a blow torch). Allow the caramel to set.
Serve a pot of rice pudding with two fruit skewers for each person - warm rather than hot.