Lift the bread pan out of the machine and fit the blade. Put the dough ingredients in the pan, following the order specified in the manual.
Fit the pan into the machine and close the lid. Set to the dough programme.
At the end of the programme turn the dough out on to a floured surface and cut it into 12 pieces. Shape each piece into a ball. Put them on large, greased baking sheets, leaving a little space around each one. Cover loosely with oiled clingfilm and leave to rise in a warm place for 20—30 minutes.
Brush the rolls with beaten egg. Bake in a preheated oven, 200°C (400°F), Gas Mark 6, for 10 minutes until golden and the bases sound hollow when tapped with the fingertips. Transfer to a wire rack to cool.
When ready to serve, cut a diagonal slice down through the rolls almost but not quite through to the base. Spoon the jam into the slit, then add spoonfuls of clotted cream. Transfer to serving plates and dust with icing sugar.