1. Place the milk and the lemon zest into a saucepan and heat on the stovetop on medium low until steaming.
Remove from the heat and let cool until it’s warm to the touch, but not hot (ensure that the milk is less than 54°C to avoid killing the yeast). Then add the yeast, butter and egg yolk and mix (or whisk) until dissolved.
2. Mix the flour, salt, cinnamon and sugar together in a separate bowl.
Add the milk mixture to the dry ingredients and stir until combined.
3. Place the dough on a worktop and knead for about 10 minutes or until smooth and shiny.
The dough should bounce back when pressed with your finger.
4. Shape your dough into a ball and place into a lightly oiled bowl.
Cover with a tea towel and let it rise until it doubles in size, approximately one hour.
5. While the dough is rising, make your cinnamon butter by mixing the butter, sugar, and cinnamon together in a bowl until well combined.
6. Dust your work surface with flour.
Use the rolling pin to evenly roll out the dough into a rectangle approximately 12 by 16 inches, or 30 by 40 centimeters. Brush the surface of the dough with cinnamon butter. Scatter the mixed fruit over the butter and zest the lemon evenly on top.
7. Beginning with the long edge of the rectangle, roll the dough into a sausage shape.
8. Line a baking tray with greaseproof paper.
Use a dough scraper to slice the dough into 12 equal-sized pieces and place each slice on the baking tray. Cover with a tea towel and leave to proof until the buns have doubled in size, approximately one hour.
9. Once proofed, beat one egg in a small bowl and brush over the tops of the buns.
Preheat your oven to 200°C.
10. Mix your remaining flour with water until a thick, smooth paste forms.
Transfer to a piping bag and cut the end off to make a small, round hole. Pipe a cross over each bun.
11. Place the buns in the oven, close the door and cook them for 20 minutes, turning the tray halfway through to allow for an even bake.
Remove from the oven and leave in the baking tray to cool for 10 minutes.
12. Meanwhile, mix the cream cheese, vanilla, and icing sugar together until smooth.
Brush over the tops of the warm buns and serve any leftover frosting on the side for dipping.
13. Tear, share, and enjoy.