In a bowl, add in warm milk, 1 teaspoon sugar and mix. Sprinkle in dry yeast and stir a bit. Leave the mixture to get foamy, around 3-5 minutes.

In a standing mixer bowl, add in bread flour, sugar, salt, eggs, lemon zest, clementine zest, vanilla extract, rum (optional. you can use orange blossom water if you like) and previously prepared yeast mixture. Mix to incorporate and then knead for 15 minutes. The dough will be sticky, don't worry.

After 15 minutes of kneading, add in soften butter 1-2 cubes at a time. Knead until the butter is fully incorporated before adding more. After the butter has all incorporated, knead for 10 minutes more. Have faith, the dough will come together. It's still going to be a sticky dough but somewhat together.

Place the dough in an oiled bowl and cover the bowl tightly with cling film. Leave until it rises double in size in a warm and draft free place.

After the dough has doubled its size, pour it onto a floured working surface. Lightly knead it for 1-2 minutes and then form it into a ball. Using one floured finger, poke a hole in the middle of the dough ball. Twist it in circles to help make the hole bigger. Then stretch the dough so that you have an even bigger hole. The objective is to make the hole bigger than you think it should, because it's going to get smaller when the dough rises again and during baking. You can watch this step clearer in the video.

Once you have the huge holed donut shape like dough, place it on a baking tray with baking sheet and some flour. Arrange, adjust and tuck in here and there so that it looks nice. Leave it to rise until it doubles its size again.

Once it has doubled its size, gently brush its surface with egg wash. Then you can decorate it as you wish, using candied fruits, almond flakes and snow sugar. To make the snow sugar, simple mix the snow sugar ingredients together.

Bake in a preheated oven at 360ºF (180ºC) for 25 minutes or until golden brown and fully cooked. Cover with aluminium foil if it gets brown too fast. Once it has fully cooked, remove from the oven and leave it to cool completely on a rack before slicing in half.

Take half of the custard and mix it with some Nutella. Then put each custard flavor in its individual piping bags and cut off the tips. Using another piping bag that's slightly bigger, place a nozzle inside and slide in both of the custards piping bags. Make sure both of the tips are inside the nozzle.

Take the bread bottom and place it on a plate where the bread is going to be served. Pipe the custard filling all around the sliced bread surface. Pipe a second layer so that the filling is visible and looks nice. After that, gently place the bread top on the filling. Serve and enjoy!