Begin by making the tangzhong, place the milk and bread flour in a saucepan and whisk it gently until it thickens and reaches 65 degrees.
Scrape the tangzhong into a bowl and cover it with a layer of clingfilm so that a skin doesn't form. Leave to cool to room temperature.
Place the sultanas in a small bowl and cover with the sherry, leave to steep while you make the dough.
Put the milk, butter and mixed spice into a small saucepan and cook over a low-medium heat until all the butter has melted. Set aside until just lukewarm.
To make the dough, put the flour, caster sugar, salt and yeast into the bowl of a food mixer and fit it with a dough hook.
Make a well in the middle of the flour mixture, then pour in the milk mixture, the tangzhong and the egg.
Mix the dough on a low speed until it starts to come together, then knead on a medium speed for about 10 minutes or until the dough comes away from the side of the bowl.
Place the dough in a large lightly greased bowl and cover with cling film. Leave it to rise for about 1-1½ hours or until it has doubled in size.
Tip the dough onto a lightly floured work surface and use a rolling pin to roll into a 40cm x 50cm rectangle.
Using a butter knife, spread the butter in an even layer across the entire surface of the dough, then sprinkle over the sugar.
Drain the sultanas, you don't want the excess liquid and sprinkle them over the dough, press them down so they stay in the dough.
Roll up the dough into a cylinder along the long edge, keeping the spiral tight. Using a sharp knife, cut into 12 even slices.
Arrange the buns in the base of a 20cm x 30cm non-stick baking tin, with the spiral facing upwards. Cover the tin loosely with cling film, set aside and allow the buns to prove for 45-60 minutes until risen and touching.
While the buns are proving, heat the oven to 180°C/160°C fan/gas 4. Once proved, bake the buns for 25-30 minutes or until golden brown. While the buns are baking, prepare the glaze: put the milk and caster sugar in a small pan, then bring to the boil over a low heat. Remove and allow to cool.
Remove the buns from the oven and immediately brush with the cooled milk glaze, then sprinkle over the demerara sugar. Tear off each bun as required and eat while still warm or at room temperature.