Preheat oven to 180C.
Line the bottom of a baking dish with baking paper (I used the used baking paper from baking the buns in the first place) and grease up the sides with butter.
Split your carb of choice horizontally, then butter and jam liberally. Squash back together and then slice into 1cm fingers longways. Scatter the buttered fingers into the baking dish.
Pop cream, milk, buttermilk (if using) and vanilla into a saucepan and bring to a simmer.
Meanwhile, whisk eggs and sugar together in a jug or bowl. Once the milk mix just starts to bubble, pour into the egg bowl and whisk together to combine.
Pour the eggy milk mix over the hot cross buns in the baking dish. Pop the baking dish inside a larger dish or pot and pour water in the bottom to halfway up the sides. Whack into the oven and bake for 45 minutes.
After 15 minutes of baking, crank open the oven door and squash the buns with a spatula or wooden spoon to ensure it’s had a chance to be submerged in the custard. Leave to bake for another half an hour or until the custard has set.
While still hot, glaze with the dregs of jam in your measuring cup/spoon. Sprinkle with cinnamon and/or icing sugar and pop in some cream or ice cream (all very optional) to serve.