1.Preheat oven to 180°C (160°C fan-forced). Grease oven trays; line with baking paper.
2.Beat butter, sugar and egg in small bowl with electric mixer until light and fluffy. Stir in peel, currants, sifted flour and spice, and milk in two batches.
3.Roll rounded teaspoons of mixture into balls; place about 5cm (2 inches) apart on oven trays.
4.Knead ground almonds into marzipan. Roll marzipan into 5mm (¼ inch) diameter lengths; cut into 4cm (1½ inch) strips.
5.Brush cookies with a little milk; place marzipan crosses on cookies, press down gently to attach.
6.Bake about 15 minutes. Brush cookies with jam; cool on trays.