Crush the dried chillies, cumin, coriander and fennel seeds using a pestle and mortar. Reserve 1 teaspoon for sprinkling. Lift the bread pan out of the machine and fit the blade. Put the ingredients in the pan, following the order specified in the manual. Add the crushed spices with the flour.
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 equal pieces. Roll each piece into a rope about 30 cm (12 inches) long. Roll each rope into a spiral shape and place on 2 large, greased baking sheets, spacing them well apart. Cover loosely with oiled clingfilm and leave to rise in a warm place for 25—30 minutes or until almost doubled in size.
Mix the egg yolk with 1 teaspoon water and brush over the dough. Sprinkle with the reserved crushed spices, following the pattern of the spirals.
Bake in a preheated oven, 220°C (425°F), Gas Mark 7, for 8—10 minutes until golden and the bases sound hollow when tapped. Transfer to a wire rack to cool.