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Place warm water in a large bowl or the bowl of a stand mixer.
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Add dry milk to warm water. Whisk together.
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Sprinkle yeast on top of water and dry milk. Add 1 teaspoon sugar. Let sit until yeast begins to bubble, about 3-5 minutes.
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Add melted butter, egg, 1/4 cup sugar, salt, cinnamon and 2 cups of flour.
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Mix with paddle attachment until all ingredients are incorporated. Stop mixer and scrape down sides and bottom of mixture. Add remaining 1/2 cup of flour. Mix on low until flour disappears. If the dough is still very sticky, add more flour, in 1/4 cup increments, until dough is barely not sticky. I sometimes use up to 1 extra cup of flour in addition to the 2 1/2 cups. This will all depend on your climate, weather, etc.
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Add currants and mix in. If the mixture is still sticky, add a bit more flour (1-2 tablespoons at a time) until dough is still soft, but not sticky.
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Set bowl in a warm place and cover with towel or saran wrap until double in size, about 1 hour.
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When the dough has risen, remove from bowl and place on a floured surface. Cut the dough in half, and then in half again, so four equal pieces are on the surface.
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Grease a 9x13 pan and set aside.
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Cut each piece of dough in three pieces and shape into a ball. There should be 12 ball of dough in all.
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Place the balls of dough, smooth side up in the greased pan.
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Let raise, covered with a light towel for 30-45 minutes in a warm place in kitchen.
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Preheat oven to 375 degrees with the rack in center of oven.
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When the roll are ready to bake, beat egg and lightly brush rolls with egg. Place pan in oven and bake for 12-15 minutes or until rolls are golden on top.
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While rolls are baking, whisk powdered sugar, cream, vanilla and salt together in bowl until smooth.
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Scoop the icing into a small Ziplock bag and squeeze the icing down to one corner of the bag.
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Snip a small corner of the bag off.
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When the rolls have baked and cooled for about 5 minutes, make a cross on the top of the bun with the icing.
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Serve immediately.