To prepare the dough, combine flour, yeast, sugar, cinnamon, allspice, and salt in a large bowl. Add butter, warm milk, egg, sultanas, and orange zest, mixing until well incorporated. Knead the dough using a stand mixer with a dough hook for about five minutes, adding flour if needed. If kneading by hand, work the dough on a floured surface for approximately ten minutes until it becomes smooth and elastic.
Once kneaded, place the dough in a covered bowl and allow it to rise in a warm place until it doubles in size, which typically takes between 30 to 90 minutes. After rising, line a 9x13-inch baking tray with parchment paper. Punch down the dough, shape it into a log, and divide it into twelve equal pieces. Roll each piece into a smooth ball and arrange them in a 3x4 grid on the tray. Cover loosely with oiled cling wrap and let the buns rise for another 30 to 45 minutes until they expand by about 75%. Meanwhile, preheat the oven to 180°C (350°F).
To create the signature cross, mix flour and water into a thick paste and pipe a cross onto each bun. Bake for approximately 22 minutes, or until the buns turn a deep golden brown. While they bake, microwave a mixture of jam and water for 30 seconds, then stir until smooth. Once the buns are out of the oven, brush them with the warm jam glaze. Allow them to cool slightly before serving. Enjoy!