Combine currants in a bowl with orange juice (reserve the zest) and Pedro Ximénez and soak overnight.
Warm half the milk in a saucepan over low heat until just lukewarm, then combine with yeast in a bowl and stir to combine.
In the bowl of an electric mixer, place flour, spices, sugar, eggs, yeast mixture, remaining milk and salt.
Fit the electric mixer with the dough hook and mix on a low speed until combined. Add the cubed butter, the reserved orange zest and the oil. Mix until combined.
Drain the soaked currants & reserve the liquid) Fold the currants through the mixture until just combined. Place the dough in a bowl. Cover with cling film or a tea towel and place it in a draught free place. Set it aside for 1.5 hours or until the dough has doubled in size.
Line a baking tray with baking paper. Knock back the dough, by giving it a single punch through the centre.
Divide into 12 pieces, then roll each into a smooth ball. Dust with a little flour if sticking but avoid using too much.
Place buns on the baking tray in even rows. Leave a 2-3 cm gap. Set aside for 40 minutes.
Preheat oven to 190°C.
For the flour paste, combine 50g flour in a small bowl with 50ml water and mix to a paste. Transfer paste to a piping bag, snip the end and pipe crosses over buns. Bake for approximately 25-30 minutes or until golden and cooked through.
For glaze, in a small saucepan combine the sugar and orange juice + 40 ml (2 tablespoons of the reserved fruit soaking liquid. Cook over a low heat, stirring until the sugar dissolves and a syrup forms. This takes approximately 3 minutes. Whilst the hot cross buns are hot, generously brush this syrup over them.
Serve hot cross buns warm or at room temperature or toasted if they are a day or two old.