A Belgian bun is like a Chelsea bun, but with icing and a cherry on the top and filled with homemade lemon curd and juicy sultanas. The trick to a perfect Belgian bun lies in the roll – you want it tight, but not too tight. The roll needs to give the dough room to expand during proving, so that the buns rise outwards rather than being forced upwards, and so that the end of the roll stays stuck in place.