Preheat the oven to 200C/gas mark 6.
Butter a deep 12-cup muffin tray.
First, prepare the filling. Melt the butter and leave in a warm place so it remains liquid. Mix together the sugar and cinnamon until no lumps remain, then set aside.
Now make the dough. In the bowl of an electric mixer, combine all the dry ingredients with the cubes of butter and mix until you have a coarse meal. Slowly pour in cold milk while the mixer is running, until the dough forms a ball and comes away from the bowl. Turn the dough out on to a lightly floured surface and leave to rest for a few minutes. Gently fold the dough over itself once or twice to pull it all together. Let it rest a second time, for 10 minutes.
Clear a large surface, dust it lightly with flour and roll out the dough into a large rectangle about 5mm thick. Brush the dough with melted butter, and before the butter hardens, sprinkle on the cinnamon sugar. You want a good, slightly thick layer.
Now roll up the dough, starting at a long side, keeping it neat and tight. To get a taut roll, gently tug the dough towards you while rolling away from you into a spiral. When finished, gently squeeze to ensure the roll is the same thickness throughout. Use a sharp knife to cut it crossways into 12 even slices. Take a slice, peel back about 5cm of the loose end of the pastry and fold it in back under the roll to loosely cover the bottom. Place in the muffin tray, flap-side down. Repeat with the remaining slices.
Bake the buns for 25 minutes. As soon as they are out of the oven, flip them on to a wire cooling rack, so that they do not stick to the tray. Dip each bun into a bowl of caster sugar and serve straight away.