In a large bowl, combine the flour, sugar, yeast and a pinch of salt. Combine thoroughly then create a well in the centre. Into this well, pour the wet ingredients: the milk, butter and egg. Use a wooden spoon to pull all the ingredients together. Then turn out onto a lightly floured surface and use your hands to knead for about 10 minutes.
Knead until it looks smooth and springs back a little when you press your finger into it. Place the dough into a lightly oiled bowl, cover with a damp tea towel and leave in a warm place for at least 1 hour (until it has doubled in size).
Once the dough has doubled in size, turn out onto a lightly floured surface. Sprinkle over the chopped white chocolate and lemon zest and knead a few more times until all combined.
Use a knife to divide dough into 12 (or more, depending on how large you want your buns). Roll these into balls and place on a lined baking tray, slightly spaced apart. Cover with a tea towel and leave another 20 minutes.
Heat the oven to 180℃/390℉. Make the crosses by combining the flour, sugar and water in a small bowl. Then pour this mixture into a piping bag (or a sandwich bag, and cut the tip off) and pipe crosses onto the buns. By now, the buns should be puffed up and shiny, and most likely touching one another. Bake for 20 minutes, until golden and smelling wonderful!
While the buns are baking, make the glaze by combining the ingredients in a small bowl. It should look sticky! Brush over the buns once they come out the oven, but while they are still warm. Let cool (at least a little) before serving!
