In 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, you need new yeast!) Add the milk and about 3 cups of flour along with the rest of the sugar, the butter, egg, orange zest, cinnamon and salt. Stir or knead with the hook attachment of your stand mixer until you have a soft, 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 has doubled in size.
Turn 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 the dough into 12 pieces and shape each into a rough ball. Place on a parchment-lined baking sheet or into a 9x13-inch baking pan, cover and set aside for another hour.
When 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 about 20 minutes, until deep golden. Serve warm. Makes 1 dozen hot cross buns.