40%?? That is curious. Here in South Africa all the spirituous liquors I have seen have been 43% according to the labels. I don't know why, or whether to believe the labels. I also haven't tried burning it cold.
Hot, I even have seen glacial acetic acid burning cheerfully. (Don't try it at home folks! It could make you seriously unpopular.) I assume that your pudding was not cold at the time of ignition?
Incidentally, the reason I checked on those concentrations is that I was looking for the cheapest source of alcohol for making a mouthwash containing 6% alcohol plus other ingredients. I settled on the cheapest brand of vodka on the shelves. Worked fine.
What doesn't wash so well is my story...