I have found La Concha Pedro Ximenez sherry at Waitrose. Will that do or does it have to be the Triana Pedro Ximenez sherry?
Pedro Ximenez sherry (or PX) is sweet sherry which is named after the white Perdro Ximenez grape from which it is made. As it is a specific style of sherry the actual label or producer should not matter too much and we have made the Christmas Pudding with a couple of different labels of the PX sherry. As the sherry is cooked for a long time in the pudding we would suggest using a label that is easily available locally to you and save the aged or vintage sherries for drinking.
If you have trouble finding the Pedro Ximenez sherry then it would be possible to use sweet Marsala as an alternative. Marsala is made in a similar manner to sherry. However make sure that you buy the sweet, or "dolce", type rather than the dry Marsala. Sweet Marsala is available in many UK supermarkets.