Place rolls in a 9 x 12 inch pan.
Mix egg yolk and 2 tablespoons water. Brush on rolls.
Bake at 350 degrees F for 5-7 minutes, or until golden. Remove from pan immediately and cool on wire rack.
To make crosses: mix together confectioners’ sugar, vanilla, and milk. Brush an X on each cooled bun.
Top with cinnamon and dried currants, if desired.