Sift together the flour, sugar and salt into the bowl of an electric mixer fitted with a dough hook. Warm the milk in a saucepan over a very gentle heat until it reaches 30-34C, then mix in the fresh yeast.
Add the eggs, yeast and milk to the flour mixture. Beat together for 10-12 minutes until the mixture is elastic and comes away from the sides of the bowl. Add the butter to the mixture in four batches and continue to beat until the mixture comes away from the sides again.
Add the nuts, fruit, rum and cinnamon and mix until dispersed within the dough. Leave the mixture to prove for about 1 1/2 hours.
Divide the marzipan into 4 equal portions, shape into balls and roll each one into a 15cm log on a lightly floured surface. Place on a baking tray.
Knock back the dough, then divide into 4 equal pieces. Knock back each piece, shape into a ball and roll out to a 17 x 10cm rectangle on a lightly floured surface.
Place the roll of marzipan inside each rectangle of dough and fold over the dough to enclose the marzipan. Press gently to seal. Repeat 3 more times.
Place the rectangles of dough onto baking trays and leave to prove for about 45 minutes, or until it has doubled in size. Preheat the oven to 190C Fan, 200C.
Bake for 35-40 minutes until dark in colour. Leave to cool for 10 minutes and coat in the melted butter. Leave to set and dust with the icing sugar.