The hosts were 64 for five at lunch on the second day, still 59 runs behind West Indies' first innings 123, after Malan had fallen for 20 in the 4.2 overs play possible in the session.
Ben Stokes, who had taken Test-best figures of six for 22 on Thursday, was 24 not out and Jonny Bairstow unbeaten on nought.
Kemar Roach, who dismissed Malan, had figures of three for 26 in 10 overs.
The conditions, which previous generations of Test players would have been spared because of either a sodden outfield or bad light, were, as had been the case on Thursday when 14 wickets fell, some of the most difficult imaginable in which to bat.
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With this three-Test series all square at 1-1 and the match intriguingly poised, England resumed on 46 for four with left-handed batsmen Malan and Stokes both 13 not out.
Stokes, whose bowling haul on Thursday saw him become just the sixth Englishman to take at least five wickets and score a century (101 against New Zealand two years ago) in a Test at Lord's, followed up by cutting Roach for a boundary before he too drove Gabriel past mid-off.
But conditions continued to offer the possibility of late movement and when Roach, adjusting his angle from around the wicket, nipped one away, Malan was forced to play and nicked a simple catch to wicket-keeper Shane Dowrich.
Malan's mood would not have been helped, however, when, shortly after his dismissal, the rain returned and the umpires took the players off the field to end a session that lasted a mere 22 minutes.
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