To a small saucepan add the milk, butter and sugar. Warm over medium heat just until the butter is melted. Remove the pan from the heat. Test the temperature of the milk (should be 100 - 110 °F/ 37°C - 43°C. Sprinkle in the yeast and allow to sit for 5 minutes.
To a large mixing bowl add the flour, salt, cinnamon, nutmeg and allspice, stir to combine. Make a well in the center and add the foamed milk/yeast and egg. Use a fork to start mixing, when it starts to come together, switch to using your hands and form into a ball. Scraping the bowl to include all the flour until the bowl is clean.
Lightly flour your surface and knead the dough until soft and smooth and springs back when you press with your finger about 5 minutes. If the dough is sticky, add a little flour.
Lightly coat the bowl used to mix the dough with the 1 teaspoon oil and place the dough inside. Cover with a towel and place somewhere that has no draft like a microwave or oven that is turn off for 1 hour, until doubled in size.
When the dough has risen, remove from the bowl onto a floured surface, roll into a 18 x 12-inch/45 x 30 cm) rectangle with the longest edge closest to you. You can trim with a knife to make it nice and straight. Make sure there’s enough flour underneath the dough to make it easier to roll and does not stick to the surface.
Spread the butter even all over the surface, leaving a border at the edge furthest from you. Sprinkle evenly over the currants, brown sugar, cinnamon, allspice and nutmeg.
Take the edge of the dough closest to you and start in the middle to roll tightly working out to the edge, then from the middle to the other edge. Keep rolling, make it tight as you go. Brush the border edge with water roll over and seal. You can see my technique in the attached video.
Line 2 each, 9 x 9 x 2-inch/23 x 23 x 5 cm baking pans with parchment paper.Use a sharp knife to cut rolls 1-inch/2.5 cm thick.
Place the rolls, cut-side up into the pan (with ½-inch/1 cm space between). Cover and leave to rise for 30 minutes in a warm place until expanded. You want them just touching so when they bake they press against each other for the signature square/round look.
Preheat oven to 375°F/190°C.
When the rolls are risen, brush the tops with the egg/milk wash and bake for 15-20 minutes until browned (time will depend on your oven). Cover with foil if browning too quickly.