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First, make the marzipan by mixing the almonds and sugars together. Stir in the almond extract and knead together. Add cold water, 1 tsp at a time, kneading after each addition. Stop adding water once the marzipan is smooth and firm. Shape into a rectangular block, wrap and chill.
Next, make the dough. Gently warm the milk and butter in a pan until the butter has melted. Leave to cool to body temperature. In a large bowl, mix the flour, yeast, mixed spice, sugar and salt. Tip in the milk mixture and almond extract, and bring together into a rough dough. Knead on a lightly oiled surface for 8 mins or in a stand mixer for 5-6 mins until smooth and stretchy. Put in a lightly oiled bowl, cover with a damp tea towel and leave to prove for 1-2 hrs until doubled in size.
Meanwhile, for the filling, gently heat the fruit, nuts, orange zest and juice and brandy or rum (if using) in a pan until the fruit absorbs the liquid. Leave to cool.
Lift the dough onto a lightly oiled surface and knead in the fruit mixture for 2 mins. Roll the dough out to a 30 x 40cm rectangle. Roll the chilled marzipan out to a 20 x 30cm rectangle, then put it on top of the dough. Roll up tightly from a short edge, as you would a swiss roll. Remove any dried fruit from the surface, as this might burn. Put on a baking sheet lined with baking parchment, seam-side down. Tuck the ends under and leave to prove for 45 mins.
Heat the oven to 180C/160C fan/gas 4. Bake for 50-60 mins until golden and risen. Lift onto a wire rack. Brush with melted butter and dust generously with icing sugar, then leave to cool completely. Will keep in an airtight container for five days.