Heat the milk in a small saucepan with the vanilla to infuse, then add the butter and melt into the milk
Set aside to cool off until just warm
Cut the apple into very small pieces
Combine all the ingredients except the butter and milk mixture.
Make a well in the middle and pour in the milk mixture then combine it all with your hands
Knead for about 10 minutes, then set aside to rise in a warm place until doubled in size
Knock back, then divide into 8 small balls and lay out in a buttered baking tray
Leave again to rise in a warm place for about an hour
Mix the flour and water, put in a piping bag and paint the crosses on top.
Bake in a pre heated oven of 180 degrees, for 30 minutes
Let cool
Mix together the jam and water and brush on top to glaze