1. For the filling, add milk, sugar, poppy seed, semolina and the lemon zest to a saucepan. Heat the mixture while stirring constantly (or it will burn). The mixture will thicken after a while. Remove from the heat and add the grated marzipan, vanilla extract and rum (optional). Incorporate well and then set aside to cool down.

2. In a bowl mix milk with yeast and a teaspoon of the sugar until well combined. Let rest and rise in a warm place for 15 minutes.

3. Sift the flour on your working surface and make a big well in the middle. Add the yeast milk, remaining sugar, butter, egg, salt and lemon zest and mix all with the flour. Knead for about 10 minutes until you get a nice smooth dough. Place in a bowl and cover with a kitchen towel and let rise in a warm place for 45-60 minutes.

4. Preheat the oven to 180°C (350°F). Roll out the dough in the shape of a rectangle on a floured surface. The long side should be about as long as your baking sheet is wide. Spread the poppy seed mixture on top (if it is too thick, add some milk to soften it). Form a roll, starting from the longer side of the rectangle. Place it on a baking sheet prepared with baking parchment. Cut the roll lengthwise into two strings with a sharp knife. Braid the two strings, don’t worry if the filling can be seen, that’s fine.

5. Mix the egg with milk, brush the loaf with it and then bake it for about 30-35 minutes. Take the braided loaf out of the oven and let it cool down completely on a wire rack.