In a large mixing bowl, stir the yeast into the milk and mix in a little of the sugar and flour (a few spoonfuls of each). Let stand for 30 minutes, until the mixture foams.
Combine half of the remaining sugar with the flour, salt, oil, 2 of the eggs and lemon zest. Mix and combine with the yeast mixture, then knead into a smooth dough. Place back in bowl and leave to rise for 1 hour.
Combine the remaining sugar with the apples, raisins, almonds, marzipan, cinnamon, bitter almond oil, rum and remaining 2 eggs. Set aside.
Remove the dough from the bowl and knead briefly. Roll out on a floured work surface into a rectangle. Sprinkle with breadcrumbs and spread over the apple filling in an even layer, leaving 3cm space around the edges. Roll up dough from both sides, meeting in the middle. Place seam-side down on a baking tray lined with baking paper and shape into an oval loaf. Let rise for 20 minutes.
Preheat oven to 180 C / Gas 4.
Bake stollen in preheated oven for 1 hour. If the stollen becomes too dark, cover with aluminium foil.
Immediately after removing the stollen from the oven, brush with melted butter and dust liberally with icing sugar. Let cool before slicing and serving.