Cover with a round of wax paper and a lid. Set on steamer basket in large saucepan or kettle. Add water until it is a third of the way up the mold. Cover tightly, bring to a boil and steam for 6 hours. Be sure there is always enough water in the pan.
Pudding is done when it is a dark walnut-brown color and fairly firm to the touch.
Cure in a cool place until serving day. It will keep nicely for several months. Before serving, steam again until warmed through, about 2 hours. For Zabaglione Sauce, whisk egg, egg yolks, rum and vermouth together in a saucepan for 1 minute. Place over moderately low heat and whisk for 4 to 5 minutes, gradually adding sugar.