Preheat the oven to 200 degrees Celsius/ Fan 180 degrees Celsius/ gas mark 6.
Lightly grease two baking sheets.
Combine the flour, ground mixed spice, and butter in a bowl. Use your fingertips to rub the butter into the mixture until it resembles fine breadcrumbs.
Stir in the sugar.
Mix the egg and milk together, then add it to the mixture. Only add enough liquid to form a stiff dough.
Divide the dough into 12 pieces and roll each piece into a smooth ball.
Create a depression in the center of each dough ball using the handle of a wooden spoon
Place about 1/4 teaspoon of jam into each small hole.
Arrange the jam buns (with the jam side up) on the prepared baking sheets.
Bake for 8-10 minutes until the cakes have a pale golden brown colour.
Carefully remove them from the baking sheets and allow them to cool slightly.
Dust the cakes with icing sugar and serve them while still warm