In a saucepan, bring the milk to the boil, then remove from the heat and add the butter.
Leave to cool until it reaches room temperature.
In a bowl, put the flour, salt, sugar and yeast and make a well in the centre.
Pour in the warm milk and butter mixture, then add the egg.
Mix well, using a wooden spoon then bring everything together with your hands until you have a sticky dough.
Scrape on to a lightly floured surface and knead until smooth and elastic.
Put the dough in a lightly oiled bowl. Cover with cling oiled film and leave to rise in a warm place for 1 hour or until it has doubled in size and a finger pressed into it leaves a dent.
Tip in the sultanas, mixed peel, orange zest, apple and cinnamon. Knead into the dough. Leave to rise for 1 hour longer or until it has doubled in size, covered by some well-oiled cling film.
Prepare 2 baking trays with greaseproof paper or parchment and set aside.
Divide the dough into 15 even pieces.
Roll each piece into a smooth ball on a lightly floured work surface.
Arrange the buns on the trays, leaving enough space for the dough to expand.
Cover lightly with more oiled cling film, or a clean tea towel, then set aside to prove for 1 hour more.
Preheat the oven to 220°C / 425°F / Gas mark 7.
For the cross, mix the flour with about 5 tablespoons of water to make the paste.
Add the water 1 tablespoon at a time, for a thick paste.
Spoon into a piping bag with a small nozzle. Or a plastic bag with the tip cut off. Pipe a line along each row of buns, then repeat in the other direction to create crosses.
Bake for 20 minutes until golden brown.
Gently heat the jam to melt and while the jam is still warm, brush over the top of the warm buns and leave to cool.