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Warm the milk and lemon zest in a small saucepan until steaming. Remove from the heat and add the butter, swirling the pan until it has melted and the milk has cooled slightly.
Mix the flour, cinnamon, sugar, yeast and 1 tsp salt in a large bowl. Pour in the milk mixture and the beaten egg, and combine with a wooden spoon until the mixture clumps together. Tip out onto your work surface and knead until smooth and elastic, about 10 mins – the dough should bounce back when pressed with your finger. Transfer to a clean oiled bowl, cover with cling film or a tea towel and leave to rise for 2 hrs or until doubled in size.
Dust your largest baking tray with flour. Tip the dough onto the work surface and knead again to knock out any air bubbles. Roll the dough to a rectangle roughly 30 x 40cm. Grate the marzipan on the coarse side of a cheese grater, straight onto the dough, covering the whole surface. Scatter over the dried fruit and candied peel too. From one of the longer edges, roll up the dough into a tight sausage shape. Use a sharp knife to cut the dough into 12 equal pieces, then lightly roll each piece into a smooth ball, closing the cut edges. Try not to overwork the dough or you’ll lose the layers of marzipan. Instead, pinch the sides together in a purse shape, concentrating on creating a smooth surface on the bottom (which will become the top). Arrange the balls on the tray, smooth-side up, leaving a small gap between each one. Cover loosely with a piece of oiled cling film and leave somewhere warm to prove for 1 hr or until almost doubled in size – the buns should be just touching.
Heat oven to 180C/160C fan/gas 4. Brush the buns with a little beaten egg. Mix the 140g flour with enough water to make a thick, smooth paste, then transfer to a piping bag fitted with a small round nozzle (or use a sandwich bag and snip off one corner). Use the paste to pipe crosses over the buns. Bake for 25 mins until deep golden brown and cooked through.
Mix the lemon curd with 1-2 tsp water to loosen it a little, then brush over the top of the buns. Leave to cool for 10 mins on the baking tray. Serve warm from the oven or toasted, with butter and lemon curd. Will keep for up to 3 days in a tin, or freeze for up to 2 months.