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Mix the flours and salt together in a large bowl, then stir in the caster sugar and yeast. Make a well in the centre of the flour and pour in the warm milk, beaten egg, olive oil and enough of the water to form a soft, wet dough.
On a lightly floured surface, knead dough for 10 mins until smooth. Put the dough in a lightly oiled bowl, cover with oiled cling film, then leave to rise in a warm place until doubled in size. The dough is now ready to be shaped.
Lightly butter two 20cm square baking tins. On a floured surface, roll half the dough into a rectangle approximately 30cm x 25cm and brush with melted butter. Repeat with the other half.
Thinly slice bananas into a bowl and mix in apricots, muscovado sugar, cinnamon and orange zest. Spoon mix over the two rectangles of dough, leaving a finger-width border.
For each, roll the dough towards you from the long side of the rectangle, tucking in any banana that falls out. Press ends together to seal. With a sharp knife, cut into 9 pieces and place, cut side up, in the tin, just touching each other. Cover loosely with oiled cling film and set aside in a warm place to rise for 30 mins.
Heat oven to 200C/fan180C/gas 6. Warm the honey in a pan or in the microwave on High for 5 secs, then brush half over the buns. Bake for 20-25 mins until golden. Allow to cool in the tin for 10 mins before removing to a cooling rack. Brush with the remaining honey then pull apart to serve.