Dissolve the yeast in the milk with half the sugar and let stand 30 minutes until foamy.
Mix the yeast with the flour, remaining sugar, salt, oil, 2 eggs and lemon zest to form a smooth dough. Knead well then let rise 1 hour.
In a separate bowl, combine the diced apples, raisins, almond meal, marzipan, cinnamon, almond essence, rum and the remaining eggs. Mix until smooth.
Roll the dough out into a rectangle. Sprinkle with breadcrumbs, then spread over the apple mixture. Roll up the dough and seal with your fingers. Place on a baking tray lined with baking paper and let ride 20 minutes. Meanwhile, preheat oven to 180 degrees C.
Bake 1 hour. If you feel it is browning too quickly, cover with aluminium foil. Let cool on a rack, brush with melted butter and sprinkle with icing sugar. Enjoy!