Prepare the Danish pastry dough as directed and roll out to a 10x14in (25×35 cm) rectangle on a floured work surface.
Blend the butter and confectioner’s sugar together until smooth.
For the nut filling, boil milk with granulated sugar, vanilla sugar, honey, cinnamon, and lemon zest.
Mix in the nuts and let the mixture cool somewhat.
Mix in the egg white and rum.
Spread the butter-confectioner’s sugar mixture on the pastry dough.
Then spread first the apricot marmalade and then the cooled nut filling on top.
Roll up the dough and cut in half lengthwise.
Braid the two pieces into a circle and lay in a buttered, floured bundt pan.
Brush with butter and let rise for 20 minutes.
Bake for 70 minutes in an oven preheated to 350 °F (180 °C).
After baking, release from pan and top with some apricot marmalade.
Sprinkle with roasted almond slices.