Preheat the oven to 200°C/gas mark 6. Line a baking sheet with foil and place a wire rack on top.
Lay the bacon on the rack in a single layer, but don't let it overlap. Cook for 18-20 minutes, turning over halfway, until the bacon is deep golden-brown and crispy.
Remove the bacon from the oven and use tongs to transfer it to a plate lined with paper towels to drain and finish crisping.
Slice the hot cross buns in half and toast. Serve each bun with two strips of bacon inside.