In a bowl, add the dried sultanas and teabag. Pour over boiling water to cover and leave overnight, or at least until cool, to soak.
Once the sultanas are soaked and cooled, add the mik to a small saucepan or microwave safe bowl. Warm the milk slightly, so it is barely warm to the touch. Remove from the heat and add in the yeast. Whisk together until fully melted and leave to one side for 10-15 minutes.
In a large mixing bowl or the stand mixer bowl, add the strong flour, caster sugar and zest of one blood orange. Pour over the yeast milk.
If using a stand mixer, use the dough hook and mix on speed 1-2 until a dough forms. Turn up the speed to 3-4 and continue kneading for 5-6 minutes until a smooth, elastic dough forms.
If kneading by hand, mix together using a wooden spoon or strong spatula in the bowl until a dough forms. Lightly flour a clean work surface and knead the dough for 8-10 minutes until a smooth, elastic dough forms.
Cover the dough with a tea towel or cling film and leave in a warm room temperature place for 45-60 minutes until doubled in size.
Once the dough has proofed the first time, add in the soaked sultanas, mixed peel and the cinnamon, mixed spice and nutmeg.
If using the stand mixer, mix together on speed 2-3 for 2-3 minutes until combined. If doing by hand, lightly flour the work surface and strech the dough out a little. Place the sultanas. mixed peel and spices into the middle. Fold the dough over and begin kneading for 5-6 minutes until everything has been dispersed evenly through the dough.
Cover the dough and leave to rise for another 30-45 minutes until doubled in size again.
Divide the dough into 80 gram pieces. Roll each piece into a round ball. Place the balls on the flat lined baking tray, leaving a little space in between each ball.
Make the egg wash by adding one egg and the milk to a small bowl. Whisk together and lightly brush the egg wash all over the buns.
Very lightly cover with a tea towel or cling film and leave somewhere warm room temperature for 45-50 minutes until risen.
Preheat oven to 180°c (360°f) or 170°c (340°f) if fan assisted.
Once risen, add the flour and water to a small bowl to make the paste.
Mix together until a smooth paste forms. Transfer into a small piping bag. Snip off the end of the piping bag and carefully pipe crosses over each bun.
Place into the hot oven and bake for 35-45 minutes until they are all an even light brown colour.
Remove from the oven and allow to cool slightly.
In a small bowl, add the blood orange juice and icing sugar. Mix together until the sugar has completely dissolved.
Lightly brush the glaze all over the warm hot cross buns.
Serve immediately or store leftovers by wrapping tightly in cling film or placing into an airtight container once completely cold. Store at room temperature for up to 3 days.