In a medium saucepan combine the milk and water and warm over low heat until about 40°C (but no more than 50°C. Remove from the heat and sprinkle the yeast, a pinch of sugar and a pinch of flour over the surface of the liquid. Set aside without stirring, until foamy, about 30 minutes.
In a large bowl mix the remaining flour and sugar, salt, nutmeg, cinnamon and ginger. In a small bowl whisk together the butter, 1 egg and vanilla and stir into the yeast mixture. Make a well in the centre of the flour and stir in the yeast mixture with a wooden spoon to make a thick, shaggy and slightly sticky dough.
Stir the currants and lemon rind into the dough and turn out onto a lightly floured work surface. Knead until soft and elastic, about eight minutes. Shape into a ball. Brush the inside of a large bowl with butter. Put the dough in the bowl, turning to coat lightly with butter. Cover with plastic wrap. Let rise at room temperature until doubled in size, about 1 hour 30 minutes.
Butter a baking tin. Turn the dough out of the bowl and divide the dough into 12 equal portions, about 40g each. Form into buns, tucking the edges of the dough underneath. Place, seam-side down in the prepared pan, leaving a little space in between each roll.
Cover the pan with buttered plastic wrap and set aside in a warm place until the rolls rise almost to the rim of the pan and have more than doubled in size, about 45 minutes.
Meanwhile, preheat the oven to 190°C / gas mark 5. In a small bowl beat the remaining egg with a little water. Remove the plastic wrap from the buns and brush the tops with beaten egg. Bake the buns until golden brown and well risen, about 25 minutes. Remove from the oven and cool.
For the glaze: Stir together the icing sugar, milk and vanilla until smooth. Transfer icing to a clean, plastic bag and make a small cut in the corner. Ice a thick cross shape over the top of the cooled buns.