warm and gooey citrus pudding

What ChefJune said. I know there are pots sold as 'bain maries,' that are basically double boilers, but the concept is essentially a water bath. And per Droplet's reply, the shape/volume could be an issue in how it sets up. I've not made this recipe, but it looks like a 'pudding cake' - which I've made many times in its chocolate incarnation - and a simple water bath in the oven is what it takes.

setting the pan in water IS creating a bain marie.

My advice for this type of pudding cakes (as they are sometimes called) is to pay attention to the dish/pan you choose for the doubled recipe. Even if the volume itself can be contained in a dish not quite twice the size but with a higher rim, it may not work for you. If the batter is too deep instead of the distinct separation of spongy top and creamy bottom you may end up with a gooey middle that tastes uncooked. So just consider your surface area important.