Hot Cross buns are older than Christianity - pagan celebrants ate wheat cakes at their spring festivals, and the Greeks, Romans and Ancient Egyptians all had buns with a cross etched on the top. The round bun represented the full moon, and the cross divides the bun into the four lunar quarters. Traditional buns have the cross cut into the dough or pricked out with a pin. The icing pastry bands are a more recent thing.
Since before medieval times, marking baked goods (like breads, buns and cakes) with the sign of a cross was a common thing for a homemaker or baker to do – the cross was said to ward off evil spirits which could affect the bread and make it go mouldy.
Kate Colquhoun, writes in her book, Taste: The Story Of Britain Through Its Cooking (2007), "In honour of Eastre, goddess of spring and the dawn, [Anglo-Saxon] bread dough could be studded with dried fruits and baked into small loaves that, as Christianity spread, began to be marked with a cross by monks: the earlist form of hot-cross bun”.
However, during the 1600s, under the influence of the Puritans, (a reforming movement within the Protestant Church of England) the practice of marking a cross on baked goods was condemned as Popish or Popery (Catholic behavior), and it was dropped.
“They are suspicious of ceremonial in worship, partly because they are suspicious of everything they have learned to associate with what, no doubt, they called Popery. They are apt to see Popery in talk about altars or in a cope or in the sign of the cross. One may, at this point, be reminded of Zeal-of-the-Land Busy, finding Popery in gingerbread and talking sad nonsense in Bartholomew Fair.” From, ‘English Political Thought, 1603-1660', by John William Allen, published 1664.
So it is at this point in time, from the late 1600s, that only bread, cakes and buns made on Good Friday continued to bear a cross, in token of the Crucifixion, and with Puritan blessings. The Cross Bun became a special and unique bread. Other regional superstitions and customs saw the continuation of the cross being made in Soul Cakes for All Souls Day, although this practice was not as widespread.
From the late 1600s a tradition and custom grew whereby a particular spiced bun, Good Friday Buns, (becoming more commonly referred to as Cross Buns or Hot Cross Buns) made with a cross on them, were eaten for breakfast on Good Friday.
From the diary of Samuel Pepys we know that on Good Friday in 1664, he ate buns (or ‘wiggs’) but rather than for breakfast, he had them just before he went to bed, with some ale, which he called a ‘Lenten supper.’ “So home to dinner, and had an excellent Good Friday dinner of peas porridge and apple pye...then to walk in the garden with my wife, and so to my office a while, and then home to the only Lenten supper have had of wiggs and ale, and so to bed.” (Recipes for regional wiggs show they are a spiced fruit bun, similar to a later Hot Cross Bun, or a plainer caraway seed bun, similar to an earlier Good Friday Bun).