Make the filling by combining the currants, brown sugar, and cinnamon in a bowl. Set aside.
Combine the cold margarine and shortening, then divide the mixture into four equal portions.
Add the flour, salt, brown sugar, and one portion of the fat mixture to a large bowl. Cut the fat into the flour until the mixture resembles breadcrumbs.
Gradually add the ice-cold water, a little at a time, until the dough comes together. You may not need the entire cup.
Turn the dough onto a lightly floured surface and roll it into a rectangle.
Spread one portion of the remaining fat mixture over the top two-thirds of the dough. Fold the top third down, then fold the bottom third up and over it. Gently seal the edges with your rolling pin.
Turn the dough so the fold runs lengthwise. Roll it into a rectangle again, spread another portion of fat over the top two-thirds, and repeat the folding process.
Repeat the rolling, spreading, and folding once more with the final portion of fat. You will have completed three roll-and-fold rounds with fat.
Roll the dough into a rectangle once more without adding any fat. Fold it again in the same way.
Place the folded dough on a lightly floured sheet, cover with plastic wrap, and refrigerate for 30 to 45 minutes. While the dough chills, preheat the oven to 400°F.
Roll the chilled pastry into a large oblong shape. Brush with the softened margarine, then spread the currant filling evenly over the pastry.
Roll the pastry up lengthwise and place it seam-side down on a baking sheet. Make a few diagonal marks across the top or lightly prick it with a fork.
Bake for about 20 minutes. Remove from the oven, brush the top with the beaten egg, and return to the oven for another 8 minutes, or until golden brown.
Allow the currants roll to cool before slicing diagonally and serving.