For the marzipan wreath, mix flour, dry yeast, salt, powdered sugar, vanilla sugar and lemon zest. Heat the milk and butter and knead into a dough with the mixed flour.
Let the dough rise until it doubles in size. For the marzipan filling, cut the marzipan into small pieces and put through a meat grinder together with aranzini.
Knead with powdered sugar and rum. Roll out yeast dough on a floured work surface. Roll out marzipan on powdered sugar and place on dough.
Roll up, form into a wreath and place on a baking sheet lined with baking paper. Let rise again, brush with beaten egg and bake the marzipan wreath at 180 degrees for about 1 hour.
Preparation Tip:
If you don't want aranzini in your marzipan wreath, just leave them out.