In a large bowl, mix together the flour, baking powder, suet, sugar, currants and orange zest.
Stir in the banana pieces and gradually pour in the milk to make a dough.
Roll the dough into a cylinder about 15cm x 5cm/6in x 2in. Wrap loosely in buttered greaseproof paper, leaving room for it to rise, and seal at each end.
Place the pudding into a steamer, cover and steam for an hour.
To serve, remove the pudding from the steamer and cut into slices. Place into serving bowls and pour over some custard.