For the malva pudding: Preheat the oven to 180 degrees Celsius (350 degrees Fahrenheit).
Sift the flour, baking soda and salt into a medium bowl.
In a separate bowl, beat together the egg and superfine sugar until light and fluffy, and then beat in the apricot jam, butter, orange zest and lemon juice until fully incorporated. Stir in the milk.
Add the wet ingredients to the dry ingredients, and mix well.
Divide the batter among 8 greased enamel mugs, or pour it into an 8-inch-by-8-inch baking dish lined with parchment paper. Cover the mugs or dish with aluminum foil lightly coated with cooking spray, and bake until lightly golden and just cooked through, 20 to 30 minutes for the mugs or about 30 minutes if using the baking dish. Make holes in the surface of the hot puddings with a knife or skewer so that the Amarula sauce will soak in more easily.
For the Amarula sauce: Heat the condensed milk, cream, whole milk, Amarula liqueur, orange zest and nutmeg in a medium saucepan until warmed through, about 5 minutes. Pour the sauce over the puddings as soon as they come out of the oven.
Serve with whipped cream or vanilla custard (or both!).
You can make the pudding up to 3 days in advance and refrigerate. You can also freeze them, for up to 2 months, thawing and reheating before serving. Leftovers are also great to freeze for later use.