1. Combine raisins, currants, and candied citrus peel in a bowl. Pour over the rum, cover, and soak overnight.

2. Warm the milk and dissolve yeast in it with a pinch of sugar. Let it stand until foamy, about 10 minutes.

3. In a large bowl, mix flour, sugar, cinnamon, nutmeg, and salt. Add the yeast mixture, egg yolks, vanilla, and softened butter. Knead until the dough is smooth and elastic.

4. Drain the soaked fruits. Fold them into the dough along with chopped almonds. Knead just enough to distribute evenly.

5. Transfer the dough to a greased bowl. Cover and let rise in a warm place for 1.5 to 2 hours, or until doubled in size.

6. Punch down the dough and roll into a rectangle. Shape marzipan into a log and place it in the center. Fold the dough over it and shape into a loaf.

7. Place the loaf on a parchment-lined baking sheet. Cover and let rise again for 45 minutes.

8. Preheat oven to 350°F (175°C). Bake the loaf for 30 to 40 minutes, or until golden and cooked through.

9. While warm, brush the loaf generously with melted butter.

10. Allow the loaf to cool slightly, then coat with powdered sugar. Once completely cooled, dust again for a festive finish.