Chef John's Hot Cross Buns
1 (.25 ounce) package active dry yeast 1 large egg, beaten 1 tablespoon grated lemon zest 1 tablespoon grated orange zest 3 cups bread flour, divided, or as needed 3 tablespoons water 5 tablespoons white sugar 7 tablespoons melted butter ¼ cup dried currants ¼ cup rum, or as needed to cover currants ¼ cup sugar ¼ cup water ¼ teaspoon ground nutmeg ½ teaspoon fine salt ½ teaspoon ground cardamom ¾ cup milk, warmed to 100 degrees F/40 degree… ¾ teaspoon ground cinnamon ⅓ cup all-purpose flour, or as needed to make…