Sift the bread flour, castor sugar and salt into a bowl. Rub in the butter until it resembles fine breadcrumbs.
Mix the egg with the water, saffron threads and yeast. Add to the flour and mix together to form a soft dough.
Place in a bowl and cover with a wet tea cloth and allow to rise for 30 minutes to an hour, until almost doubled in size.
Remove the dough from the bowl and knead for 5-10 minutes until soft and pliable.
Mix together the ingredients for the filling.
Roll the dough out to a rectangle (30 x 25cm).
Spread the filling over the rectangle and roll up widthways. Cut into 9-10 small buns.
Place the buns in a square or round springform cake tin (26cm) and leave to rise for 45 minutes. (They should not touch each other as they need space to rise.)
Preheat the oven to 180ºC.
Once the dough has risen, bake in the oven for 20-30 minutes, until golden and puffed up.
Remove from the oven and glaze with icing whilst still warm.Chef's note:
Replace the nuts with chocolate for a slightly more decadent bread.
Reprinted with permission of Sasko.