For the rice pudding, place the milk, grated nutmeg, vanilla pod and seeds and caster sugar into a saucepan and bring to the boil, stirring until the sugar is dissolved. Add the rice, stir well and then reduce the heat and simmer gently for 8-10 minutes, or until all of the liquid has been absorbed and the rice is tender.
For the yoghurt, mix together the orange zest and juice, chopped mint, icing sugar and Greek-style yoghurt in a small bowl. Place into the fridge to chill for ten minutes before serving.
To serve, spoon the rice pudding into two bowls and top each serving with a dollop of orange and mint yoghurt. Decorate with the orange segments and serve.