Sticky and delicious Chelsea Buns! These lightly spiced buns, filled with raisins, are the perfect accompaniment to a cup of tea. Recipe with step-by-step photos. Chelsea Buns If you love American-style Cinnamon Rolls, chances are that you will also love the British counterpart, aka Chelsea Buns. Both are made from a sweet yeasted dough and covered in a sticky glaze, but that is where the similarities end.