Place the currants into a small bowl and pour whiskey over the top, to cover. Soak for 15 minutes.
Preheat the oven to 350 degrees and prepare a 9-inch square baking dish with butter and parchment paper.
Place the cubed bread in the prepared dish. Sprinkle with whiskey-soaked currants and set aside. Refrigerate the remaining currants up to two weeks for later use.
Combine the milk and sugar in a medium saucepan over medium-low heat. Whisking, bring the mixture to a gentle simmer.
Whisk the orange zest and salt into the milk mixture and remove it from the heat. Allow it to cool slightly.
Whisking constantly, temper the eggs by slowly adding one cup of the milk mixture. Once the eggs are tempered, slowly add them to the remaining hot milk mixture and incorporate.
Pour the hot milk and egg mixture over the cubed bread.
Bake the bread pudding in the center of the oven. Meanwhile, combine the marmalade and the reserved whiskey in a small saucepan. Heat until just simmering.
After 15 minutes, remove the bread pudding from the oven and brush the top with the marmalade mixture. Return the dish to the oven and bake the pudding for another 15 minutes, until the top is browned.
Allow the bread pudding to cool for 10 minutes before serving.