Heat the oven to 160°C/140°C fan/325°F/Gas Mark 3. Lightly grease the Lurpak oven dish with a little butter. Slice the hot cross buns in half and butter them with the remaining Lurpak. Cut the slices diagonally into triangles and arrange, slightly overlapping, in the bottom of the dish.
In a bowl, whisk together the eggs and sugar and put aside. Gently heat the milk and cream in a saucepan, along with the vanilla seeds. Warm the mixture until small bubbles appear around the edge, then remove from the heat and gradually pour into the egg mixture while whisking constantly. Add the cognac and orange zest.
Pour the custard mixture over the hot cross buns (you can pour it through a sieve to get rid of lumps) then sprinkle over the apricots and leave to soak for 10 minutes. Bake for 25-30 minutes, or until the top is golden brown.
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