Place the flour, cinnamon, yeast, sugar ,thyme and salt into a large mixing bowl and stir to combine. Rub in the butter with your fingertips, then stir in the sultanas and lemon zest. Make a well in the centre.
Add the lemon juice, egg, and most of the water. Mix to a soft, slightly sticky dough, adding the remaining water if required.
Turn out the dough and knead gently for 5 minutes, until the dough becomes less sticky. Place in a lightly oiled bowl, turning to lightly coat the dough in the oil. Cover and leave in a warm place to rise for about 1½ hours, or until doubled in size.
Turn out, and lightly knead again. Divide the dough into 12 pieces and roll each piece into a ball. Place on a greased baking sheet about 2cm apart. Cover with a damp tea towel or slip the tray inside a carrier bag. Leave in a warm place until doubled in size which should take about 50 minutes.
Preheat the oven to 190℃(170℃ Fan)/375°F /gas mark 5.