Preheat the oven to 200 c - then grease a square dish with some butter. Slice each bun in half - so you have 8 squares Spread each slice with butter, then arrange around the dish with the sliced with the crosses on top. Sprinkle each slice with sugar.
STEP 2
Lightly beat the egg, milk and vanilla with the nutmeg and pour into the dish, ensuring all slices have a good soak. Sprinkle with some more Sugar and then bake for 30 minutes. Serve warm with custard.