1. Place the milk and saffron threads in a small saucepan and heat until small bubbles begin to appear around the edges, then switch off the heat, leaving the saffron to infuse for 30 minutes.

2. Meanwhile, toast the 2 tsp total of aniseeds (1 tsp for the dough, and 1 tsp for the filling) in a small, dry frying pan, then crush lightly using a mortar and pestle or rolling pin.

3. Place the flour, yeast, salt, sugar, 1 tsp crushed aniseeds and orange zest in the bowl of the electric mixer with a dough hook attached. Add the saffron milk, eggs and butter. Mix on low speed for a minute, then increase to medium and mix until the dough begins to form a ball and leaves the side of the bowl. Leave the dough in the bowl, covered, for 15 minutes.

4. After 15 minutes, tip the dough onto a bench (it will be quite sticky still) and knead. Resist the temptation to add flour, just keep kneading until the dough becomes smoother and easier to handle, about 10 minutes. Add the currants and knead gently until incorporated. Once the dough is smooth and has a slight shine to it, place in an oiled bowl, cover with cling film and leave in a warm place until doubled in size (about 1½ hours).

5. For the filling, place all the ingredients, except the pistachios, in the bowl of the electric mixer with the paddle attachment in place, and beat until combined. Set aside until ready to fill.

6. When the dough has doubled in size, remove from the bowl and roll out into a rectangle 50cm x 30cm. It will be a bit elastic, so stretch and pull it into size if necessary. Use a small spatula to spread the filling mixture carefully over the rectangle, then scatter the chopped pistachios on top, pressing gently into the dough.

7. Roll up the rectangle from the long side, firmly but not too tightly as it will become misshapen when baked, and squeeze the dough to ensure uniform thickness. With the seam down, trim the edges of the roll to even it up, then divide it into 12 equal slices.

8. Line a tray (about 20cm x 30cm in size) with baking paper, then arrange the slices close together but not touching. Cover loosely with cling film and leave to prove until almost doubled in size (about an hour).

9. Preheat oven to 180C, then bake for 20 to 25 minutes, or until light golden brown.

10. For the glaze, combine all the ingredients in a small bowl, stirring until you have a smooth, runny paste (add more orange juice if necessary). When the buns are cooked, remove from the oven and allow to stand for 5 minutes before gently dabbing the glaze all over the tops. Serve warm.