Put warm water, butter, skim milk powder, 1/4 cup sugar, salt, egg, egg white, flour, and yeast in bread maker and start on dough program.
When 5 minutes of kneading are left, add currants and cinnamon. Leave in machine till double.
Punch down on floured surface, cover, and let rest 10 minutes.
Shape into 12 balls and place in a greased 9 x 12 inch pan. Cover and let rise in a warm place till double, about 35-40 minutes.
Mix egg yolk and 2 tablespoons water. Brush on balls.
Bake at 375 degrees F (190 degrees C) for 20 minutes. Remove from pan immediately and cool on wire rack.
To make crosses: mix together confectioners' sugar, vanilla, and milk. Place glaze in a piping bag or a sandwich bag with the corner snipped off; pipe a cross onto each roll.
