In earlier times there would have been Bun Sellers out on the streets before breakfast promoting their once-a-year wares. Sadly these days we’re bombarded with pallid, chemical-filled bun imitations in every shop and supermarket from early March…
Where the tradition began is…. tell you what – here’s an extract from the “Chambers Book of Days” 25th March, 1864 that tells it better than I could. 
A superstition regarding bread baked on Good Friday appears to have existed from an early period. Bread so baked was kept by a family all through the ensuing year, under a belief that a few gratings of it in water would prove a specific for any ailment, but particularly for diarrhea. We see a memorial of this ancient superstition in the use of what are called hot cross-buns, which may now be said to be the most prominent popular observance connected with the day.
In London, and all over England (not, however, in Scotland), the morning of Good Friday is ushered in with a universal cry of Hot Cross-Buns! A parcel of them appears on every break-fast table. It is a rather small bun, more than usually spiced, and having its brown sugary surface marked with a cross. Thousands of poor children and old frail people take up for this day the business of disseminating these quasi-religious cakes, only intermitting the duty during church hours; and if the eagerness with which young and old eat them could be held as expressive of an appropriate sentiment within their hearts, the English might be deemed a pious people. The ear of every person who has ever dwelt in England is familiar with the cry of the street bun-vendors:
One a penny, buns,
Two a penny, buns,
One a penny, two a penny,
Hot cross-buns!
Whether it be from failing appetite, the chilling effects of age, or any other fault in ourselves, we cannot say; but it strikes us that neither in the bakers’ shops, nor from the baskets of the street-vendors, can one now get hot cross-buns comparable to those of past times. They want the spice, the crispness, the everything they once had. Older people than we speak also with mournful affection of the two noted bun-houses of Chelsea. Nay, they were Royal bun-houses, if their signs could be believed, the popular legend always insinuating that the King himself had stopped there, bought, and eaten. of the buns. Early in the present century, families of the middle classes walked a considerable way to taste the delicacies of the Chelsea bun-houses, on the seats beneath the shed which screened the pavement in front. An insane rivalry, of course, existed between the two houses, one pretending to be The Chelsea Bun-house, and the other the Real Old Original Chelsea Bun-house. Heaven knows where the truth lay, but one thing was certain and assured to the innocent public, that the buns of both were so very good that it was utterly impossible to give an exclusive verdict in favour of either.
A writer, signing himself H. C. B., gives in the Athenaeum for April 4, 1857, an account of an ancient sculpture in the Museo Borbonico at Rome, representing the miracle of the five barley loaves. The loaves are marked each with a cross on the surface, and the circumstance is the more remarkable, as the hot cross-bun is not a part of the observance of the day on the Continent. H. C. B. quotes the late Rev. G. S. Faber for a train of speculation, having for its conclusion that our eating of the hot cross-buns is to be traced back to a pagan custom of worshipping the Queen of Heaven with cakes—a custom to be found alike in China and in ancient Mexico, as well as many other countries. In Egypt, the cakes were horned to resemble the sacred heifer, and thence called boas, which in one of its oblique cases is boun—in short, bun! So people eating these hot cross-buns little know what, in reality, they are about.
