To make the dough, sift the flour in a large mixing bowl, add the sugar, dried yeast, ground cinnamon and currants, and mix well.
Add the warm milk, beaten egg, lemon zest, lemon juice and soft butter, and knead well until you get a soft dough that does not stick to the hands, adding extra flour if needed.
Transfer the dough to a warm place, cover the bowl with a kitchen towel and leave it to prove for at least 2 hours or until it doubles its volume.
Shape the dough into a large round loaf, and transfer it to a baking tray dusted with flour.
Prove it again for 30 minutes.
Mix the flour and cold water to get a thick, pourable paste, then pipe it over the dough to form a cross.
Bake in the preheated oven at 180 degrees Celsius (350 Fahrenheit) for 30 minutes or until golden and the bun sounds hollow when tapped.
Remove the tray from the oven.
Mix the jam with the hot water to get a smooth mixture, then brush it over the hot bun.
Leave the bun to cool down completely before slicing.