Place the currants in a small bowl. Pour in the rum. Cover and soak currants 90 minutes. Set a small sieve over a second small bowl. Add the currants to the sieve and drain well. Place the currants back in the bowl they were in. Save any leftover rum for another use.
Preheat the oven to 350 Degrees F. Combine the eggnog, oil, egg, vanilla and orange zest in a large bowl. Place the flour, sugar, baking powder, baking soda, salt and spices in a second bowl and whisk to combine. Mix in the soaked currants and walnuts. Add the flour mixture to the eggnog mixture and stir until just combined.
Coat a non-stick muffin pan with vegetable oil spray. Divide and spoon the batter into the cups, filling them right to the top. Bake 20-23 minutes, or until muffins spring back when gently touched in the very centre. Cool muffins on a baking rack 20 minutes, and then unmould and enjoy warm or at room temperature.