Heat the milk in a saucepan with the butter till it is almost boiling, switch off and let cool.
Mix all the dry ingredients for the dough in a large bowl and make a well in the centre. Pour in the cooled milk mixture and egg and mix until it forms a dough.
Cover the dough with a kitchen towel and leave to rise in a warm place for about 30 mins.
Whilst the dough is rising make the filling by mixing all the ingredients together until well combined.
Oil 2 twelve cup silicon muffin cases and set them aside.
Split the dough in half, cover one half with a kitchen cloth and roll the other half out into a 25cm X 12cm rectangle.
Spread half the filling over the dough, ten roll the dough from one of the long edges into a long cylinders (kind of like a Swiss roll) and seal the edges with water.
Use a sharp non-serrated knife (or dental floss) to cut the dough log into 12 even pieces, and place each piece flat in a muffin cup. Cover and leave to rise in a warm place for about 30 mins until doubled.
Repeat the process for the second ball of dough.
Preheat the oven to fan-assisted 180C / 200C / 400F / gas 6.
Glaze the buns, sprinkle on some sugar and bake for 12-15 mins until golden brown. Leave them to cool for a little while before serving.
Notes
You might need to bake these in 2 batches if your oven in not big enough to take them in one go. Slightly adapted from Scandilicious Baking by Signe Johansen.