Scatter a thin layer of polenta over the baking sheet.
Warm the milk in the small saucepan, add the butter and stir until it melts.
Transfer to the measuring jug, whisk in the yeast and teaspoon of sugar and leave to stand for 10 minutes to activate the yeast.
Sift the flour, salt and nutmeg into the large mixing bowl.
Stir in the sugar and lemon zest.
Add the egg into the yeast mixture and whisk in thoroughly.
Make a well in the centre of the dry ingredients and stir in the yeast mixture.
Use your hands to bring everything together to a sticky dough.
Turn the dough out onto a lightly floured work surface and knead for 10 minutes until silky and elastic.
Wash and dry the mixing bowl and lightly oil before placing the dough in it. Cover with clingfilm and leave to prove for an hour or until doubled in size.
Turn the dough out onto the lightly floured work surface and knock back.
Sprinkle the currants onto the dough and knead them in until evenly distributed.
Cut the dough into three portions and make into three long sausages.
Plait the three ‘sausages’ together, dampening each end to secure the plait.
Place on the baking sheet, cover with the clean tea cloth and leave to prove for 30 minutes or until doubled in size.
Preheat oven to 200C/400F/gas 6.
Carefully brush the loaf with the beaten egg.
Place in the preheated oven and bake for 20 minutes or until golden brown. If the top of the loaf looks as though it is browning too much, place a piece of kitchen foil over the top.
To check that the loaf is cooked, tap the bottom - it should sound hollow.
Remove from the oven and transfer to the cooling rack and allow to cool to room temperature before slicing.