In a small saucepan, melt the butter over low heat. Add in the milk and sugar and continue to warm until the mixture reaches 110F (43C), about 3 minutes. Pour into the bowl of a stand mixer and sprinkle the yeast on top. Let stand until foamy, about 10 minutes.

In a large bowl, whisk together the flour, cinnamon, allspice, nutmeg, and salt. Add it to the bowl with the yeast, and add the eggs, currants, and orange zest. Attach the dough hook, and knead on low speed for about 10 minutes. Shape the dough into a ball, and cover the bowl tightly with plastic wrap and let rise until doubled, about 1 1/2 hours.

While the dough is rising make the filling.

In a small bowl, stir together the softened butter, brown sugar, and cinnamon.

Butter two 9x5-inch loaf pans. Turn the dough out onto a lightly floured work surface and divide the dough in half. Roll each half into an 8 1/2-inch square. Spread half of the filling onto the dough leaving a 1 1/2 inch border on one end of the dough (which will seal the log). Tightly roll up the dough, pinch the seam to seal, and place the the dough seam side down into the prepared pan. Repeat with other square. Let rise until puffy, about 1 1/2 hours.

Position the rack in the middle position and preheat oven to 350 degrees F. Brush the loaves with the egg wash. Bake until the loaves are golden brown and pull away frown the sides of the pan, about 30 to 35 minutes. Let cool in the pans for about 10 minutes and then turn out onto a wire rack to cool.

In a small bowl, whisk together the powdered sugar vanilla, and milk. Drizzle over the cooled bread.