Place the milk in the small saucepan and heat to 30C/86F.
Transfer to the measuring jug and whisk in the yeast and teaspoon of sugar. Allow to stand for 10 minutes to activate the yeast.
Place the flour, sugar, lemon zest and nutmeg in the large bowl and mix thoroughly.
Add the beaten eggs to the yeast mixture and whisk in thoroughly.
Make a well in the centre of the dry ingredients and pour the yeast and egg mixture into it.
Use your hands to bring everything together to a soft, wet dough.
Turn the dough out onto a lightly floured work surface and knead for 10 minutes until the dough is silky and elastic. The dough is quite wet but don’t be tempted to add more flour to the dough or work surface when kneading.
Wash and dry the mixing bowl and lightly oil before placing the dough in it. Cover with clingfilm and leave to prove for 2 hours or until doubled in size.
Meanwhile, grease the cake tin with butter.
Once the dough has doubled in size, uncover and, keeping it in the bowl, add a little of the softened butter and knead into the dough until fully incorporated. Repeat this until all the butter has been used up.
Place the dough in the cake tin and press gently down to spread to the edges.
Cover with the clean cloth and leave to prove for an hour. The dough should come up to the top of the tin and be domed at the top.
Preheat the oven to 200C/400F/gas 6.
Place in the oven and bake for 30 minutes, placing a sheet of foil over the top if it begins to burn.
Meanwhile, make the bun wash by placing the egg, milk and caster sugar in the small bowl and beat together with the electric hand whisk.
Remove the bun from the oven and brush over the top with the bun wash while it is still hot.
Transfer the Sally Lunn to the cooling rack and allow to cool to room temperature before serving.