Tip the blueberries into a small saucepan and add half of the orange zest and all of the juice. Add half of the icing sugar and place over a low/medium heat. Allow to simmer gently for 5-6 minutes, until the blueberries are beginning to break down and are syrupy.
To make the whipped butter, beat the butter, the remaining orange zest, icing sugar and the cinnamon with an electric whisk or wooden spoon until pale and fluffy. Set aside.
Split the hot cross buns in half and set aside. Beat the eggs with the milk, vanilla and a small pinch of salt. Dip the buns in the egg mixture for a few seconds on each side, until well soaked.
Melt a knob of butter in a large frying pan over a low/medium heat. Once foaming, add the buns and fry on each side for 1-2 minutes, until golden. Serve immediately with the butter and blueberries spooned over the top.