Place the rice in a saucepan with the milk, then stir in the honey and add the vanilla pod. Bring gently to the boil, then reduce the heat and cover. Simmer for 1 hour-1 hour 15 minutes, stirring occasionally to prevent it sticking, until the rice is soft and the mixture has thickened but is still sloppy.
Meanwhile, heat the oven to 200°C (400°F, gas mark 6). Remove the vanilla pod from the rice. Peel the bananas and slice them thinly, then fold them into the rice with the lemon zest.
In a clean, dry bowl, whisk the egg whites until soft peaks form. Fold them into the rice mixture, then spoon it into six 200 ml (7 fl oz) ramekins, or a 1.2 litre (2 pint) soufflé dish, and sprinkle with nutmeg.
Place the ramekins or dish on a baking sheet and bake individual puddings for 10-12 minutes, or the large pudding for 25-30 minutes, until golden brown and well risen. Serve warm.