I found this on the internet:
^The tradition of baking bread marked with a cross is linked to paganism as well as Christianity. The pagan Saxons would bake cross buns at the beginning of spring in honour of the goddess Eostre - most likely being the origin of the name Easter. The cross represented the rebirth of the world after winter and the four quarters of the moon, as well as the four seasons and the wheel of life.
The Christians saw the Crucifixion in the cross bun and, as with many other pre-Christian traditions, replaced their pagan meaning with a Christian one - the resurrection of Christ at Easter.
According to Elizabeth David, it wasn't until Tudor times that it was permanently linked to Christian celebrations. During the reign of Elizabeth I, the London Clerk of Markets issued a decree forbidding the sale of spiced buns except at burials, at Christmas or on Good Friday.^
I think you're allowed to eat them at any time now 