Warm milk with a little sugar until lukewarm. Dissolve yeast in it. Make a pit in the flour and add the milk-yeast mixture. Cover with some flour. Leave in a warm place for about 5 minutes.
Then knead with the remaining sugar, eggs, fat, lemon and orange peel to a smooth dough. Cover and leave to rise in a warm place for about 30 minutes. In the meantime, mix chocolate, pistachios, raisins and rum together.
Roll out the dough on a floured work surface to a thickness of approx. 5 mm and divide crosswise into 3 pieces. Spread the pistachio mixture on top and moisten the edges with water. Roll up each piece individually and cut into the dough about 1 cm deep.
Then braid the 3 rolls into a plait. Stir the egg yolk with 1 tablespoon of water until smooth and brush the plait with it. Leave to rise again for another 15 minutes. Bake in the preheated oven (electric cooker: 175 °C/ gas: level 2) for 40-45 minutes.
Take out and let it cool down. Dust with icing sugar. Makes about 12 pieces.