Using a bowl that will hold the bread cubes and still leave it half to a third empty, place the bread cubes, then add the oatmeal. Separately beat the eggs and mix with milk, sugar, vanilla and nutmeg. Add to bread cube bowl. Add currants and mix well.
Bake for 1 hour plus, or until the pudding has risen high and is medium brown on top. It will rise like a souffle and then fall as it cools. Serve warm smothered in milk.