Mix yeast, sugar, milk and 200 ml water. Pour the flour into a bowl and make a depression in the middle. Pour in the yeast and mix with some flour. Leave to rise in a warm place for about 10 minutes.
Work through everything vigorously with the dough hooks of the hand mixer and leave to rise for another 20 minutes. Roll out butter between cling film to a square of 20x20 cm. Roll out the dough to a larger square (approx. 40x40 cm).
Place butter in the middle and fold over the excess dough. Roll out into a narrow rectangle. Place exactly 3 layers on top of each other. Put the dough in a cool place for about 20 minutes. Roll out again and fold over.
Repeat the procedure twice. Chill for about 20 minutes. Stir marzipan and egg until smooth. Roll out 2 rectangles (20x40 cm) from the dough. Cut off 5 strips (1/2 cm each) from each of the short sides.
Place rectangles on 2 baking trays lined with baking paper. Wash the raisins, dab dry. Put marzipan and apple compote in each centre. Place strips of dough on top. Roll up the edges a little. Bake the strips one after the other in a preheated oven (electric: 175 °C/ gas: level 2) for about 30 minutes.
Let it cool down. Mix icing sugar and 1-2 tablespoons of lukewarm water. Decorate the Danish pastry strips with icing and nuts.