1In a large bowl, dissolve the yeast in 1/4 cup warm water, along with a pinch of the sugar. (If it doesn't get foamy, it's inactive - toss it and get some fresh yeast.) Meanwhile, warm the milk and butter in the microwave or on the stovetop until it's warm enough to melt the butter. Set aside to cool until it's warm to the touch, but not too hot.
3Add the milk-butter mixture to the yeast mixture along with about half the flour and stir until well blended. Add the rest of the flour (hold back the last half cup, just in case), orange zest, cinnamon, salt and egg and stir or knead with the hook attachment of your stand mixer until you have a soft, slightly sticky dough. Add the remaining flour, if you need it - the dough should be soft and tacky, but not overly sticky. Cover the bowl and leave it for an hour or so, until it's doubled in size.
5Turn the dough out onto the countertop, spread it out a bit and sprinkle with the currants. Fold the dough over itself and knead a few times to incorporate the currants into the dough. Divide in half, then quarters, and cut each quarter into four pieces, so that you have 16 pieces of dough. Shape each into a rough ball and place on a parchment-lined baking sheet or into a 9x13-inch baking pan. Cover and set aside for another hour.
7When you're ready to bake, preheat the oven to 375F. Brush the buns with some beaten egg, and in a small dish, stir together the flour and water to make a smooth paste. Spoon into a small zip-lock bag, seal and snip off one corner; squeeze over the buns to make crosses. Bake for 15-20 minutes, until deep golden. Serve warm.