Whisk egg yolks, whole eggs, and caster sugar together in a bowl.
Slowly bring milk, cream, and vanilla to a simmer in a pan then remove vanilla pod.
Pour hot liquid onto the egg mixture and whisk well.
Butter the hot cross buns and cut them into quarters.
Layer buns in a 22cm x 10cm x 5cm deep ovenproof dish.
Sprinkle with sultanas, raisins, and demerara sugar between layers of buns.
Pour custard over the buns and let stand for 20 minutes.
Preheat the oven to 180°C.
Place the dish in a deep tray filled one-third with water and cover with foil.
Bake for 20-30 minutes until set, removing foil for the final 5 minutes.
Serve the pudding with cream or mascarpone.