Preheat your oven to 375°F and line a baking sheet with parchment paper. While the oven heats, soak the raisins in warm water for 10 minutes to plump them up—this keeps them tender and flavorful in the finished buns. Drain the raisins well before using. Sift the powdered sugar into a small bowl to remove any lumps, which will make piping the crosses much smoother.

In a large mixing bowl, combine the flour, baking powder, sugar, cinnamon, nutmeg, and salt. Whisk everything together thoroughly to distribute the leavening agent and spices evenly throughout the dry mixture. This ensures even rise and consistent flavor in every bite.

Add the Greek yogurt to the dry ingredient mixture and stir until the ingredients come together into a shaggy, crumbly dough. Fold in the drained raisins gently. Transfer the dough to a lightly floured surface and knead 10 to 15 times until it becomes smooth and cohesive. I find that Greek yogurt creates a tender crumb, so don't overwork the dough—just enough to bring everything together.

Divide the dough from Step 3 into 8 equal pieces and gently shape each into a ball. Place them on the prepared baking sheet, spacing them about 2 inches apart to allow for slight spreading. In a small bowl, whisk together the egg white and milk to create an egg wash. Brush each bun generously with the egg wash to give them a beautiful golden finish and slightly glossy appearance.

Place the baking sheet in the preheated 375°F oven and bake for 25 minutes until the buns are golden brown on top and a toothpick inserted in the center comes out clean. If using an air fryer instead, heat to 325°F and cook for 11 to 12 minutes, checking for doneness at the lower end of the time range. Remove from heat and transfer the buns to a wire rack to cool for at least 30 minutes before decorating.

Once the buns have cooled completely, whisk together the sifted powdered sugar from Step 1 with the milk until you have a smooth, pipeable consistency. Transfer the icing to a piping bag fitted with a small round tip (or use a small spoon for a rustic look). Pipe a thin cross on top of each bun. I like to let the icing set for a few minutes before serving so it firms up nicely and doesn't smudge.