To make the sponge, combine flour, baking powder, shortening, fine granulated sugar, currants and lemon zest in a large bowl.
Add the milk to the dry ingredients and mix to form a soft dough.
With either butter or oil, grease a pudding basin and transfer the dough to it, covering with a folded piece of greaseproof paper. Tie the ends of the paper with string to secure and then lay a damp tea towel over the paper. Tie the ends of the tea towel so that it is also secure.
Put the pudding basin into a large, lidded saucepan and add water until it fills the saucepan about 2/3 of the way. Cover and bring to a boil, reducing to a simmer for an hour.
Slice the Spotted Dick sponge into 6 wedges, placing one wedge per plate, topped with a large spoonful of custard.