Whisk the egg, milk, cream, sugar, vanilla and cinnamon in a wide, shallow bowl. Cut the sticky bun in half horizontally and pop both pieces cut side down in the eggs for a minute or so. The cut side will soak up lots of the eggy cream. Briefly turn the buns over.
Heat the butter in a frying pan on medium heat. Fry the bun, cut side down, for two to three minutes or until golden brown a