Place the yeast and warm water in a large bowl and stir with a fork to dissolve the yeast. Allow to stand for about 3 minutes. Add warm milk, canola oil, granulated sugar and 1 1/2 teaspoons salt to the yeast mixture and stir with a whisk to combine. In a bowl, mix 1 cup flour, cinnamon and the nutmeg and add to the liquids, stirring with a whisk until all ingredients are combined. Add the eggs and whisk again. Gradually stir in 2 1/2 to 3 cups flour, just enough to make it very soft and pliable dough. Move the dough to a lightly floured surface and knead for 5 to 7 minutes. This is a wet dough and it will be sticky at first, but it becomes easier to work with as the gluten forms to make it springy and give it strength. Return the dough to the bowl, and cover it with plastic wrap and let rest for 20 minutes.
Knead the dough on the lightly floured surface for about 1 to 2 minutes, or until it becomes smooth, supple, and elastic but not too firm. The texture of the dough will be soft but springy. Keeping the work surface and your hands lightly floured, gently flatten the dough and spread it into a rectangle about 1-inch thick. If it resists let it rest for 5 to 10 minutes, until you can spread it easily. Spread the dried currants evenly over the rectangle. Fold the whole mass into an envelope and knead it gently until the currants are well distributed, about 2 to 3 minutes. Shape the dough into a loose ball and place it into an oiled bowl along with any loose currants. Turn to coat the top of the dough with oil and cover bowl tightly with oiled plastic wrap. Let the dough rise at room temperature, until doubles in volume, about 1 1/2 to 2 hours.
Line two 12 by 17-inch baking sheets with parchment paper. When the dough has doubled, gently pour it out of the bowl onto the floured work surface, pressing in any loose currants. Flour your hands lightly and divide the dough into 18 equal pieces. Shape into rolls and place on prepared baking sheets, leaving 1-inch space around the edges and 2-inches between the rolls. Cover them loosely with oiled plastic wrap and let them rise at room temperature until almost doubled in volume, about 45 minutes to 1 hour. Meanwhile, whisk egg white with pinch of salt. Set aside
Preheat oven to 400 degrees F. Place racks on top third and bottom third of oven.
Using a razor or sharp knife cut a shallow cross in the top of each one of the buns. Lightly brush with the egg white. Place in oven, with a plant sprayer immediately mist the top and sides of the oven 6 to 8 times, quickly close the oven door. After 3 minutes, mist again.
Bake for 10 minutes and then reduce temperature to 350 degrees F. and bake for 5 to 10 minutes longer, or until the buns have turned a nice golden brown and surface feels firm but not hard when pressed lightly. Transfer to a rack and let cool for 5 minutes.
Meanwhile, make the frosting: In a small bowl combine the powdered sugar with the milk and vanilla, whisk to mix well. While the rolls are still warm, use a pastry bag fitted with a small plain tip or a teaspoon and make an X of frosting over the cross of each bun.