For the yeast dough, mix flour with dry yeast. Knead in sugar, vanilla sugar, salt, egg, butter and milk while stirring until a smooth dough is formed. Leave this in a warm place until it has doubled.
For the filling, place the almonds in a bowl, cut the marzipan into small pieces (or grate) and add. Add eggs and milk to the almond and marzipan mixture and process into a smooth mass.
Roll out the yeast dough into a rectangle and spread the mixture on top. Peel, core and roughly grate the 2 apples and sprinkle over the almond mixture. Mix the sugar with the cinnamon and sprinkle over the apples.
Carefully roll up the yeast dough and cut into 3 cm thick slices with a sharp knife. Place this in a greased springform pan dusted with flour.
Whisk the egg yolks with the condensed milk and brush the slices with it.
Bake in a preheated oven at 180 ° C for about 30 minutes until golden.
Put the apricot jam through a sieve and heat it up. Remove the cake from the springform pan immediately after baking and brush with the warm jam. Let cool down.