Separate the egg. Stir yeast and 40 g sugar in a small bowl until liquid. Melt butter in a small pot, add 125 ml milk. Put flour, egg yolk and 1 pinch of salt in a large bowl, add milk-butter mixture and yeast sugar.
Knead with the dough hooks of the hand mixer to a smooth dough. Cover and leave to rise in a warm place for about 45 minutes. For the nut filling, coarsely grate the marzipan. Coarsely chop the nuts. Knead ground nuts, 50 g sugar, vanillin sugar, cocoa, 1 pinch of salt, 1 teaspoon cinnamon, cream, egg white and marzipan.
Grease a springform pan (26 cm Ø). Roll out the dough rectangularly (35 x 40 cm) on a floured work surface. Spread with the nut mixture. Cut into 6 strips from the long side. Carefully roll up the first strip and place it in the middle of the springform pan.
Wrap the remaining strips spirally around it. Cover and leave to rise for about 15 minutes. Sprinkle with chopped nuts.
Whisk the egg yolk and 2 tablespoons of milk. Carefully brush the snail with it. Bake in the preheated oven (electric cooker: 175 °C/ convection oven: 150 °C/ gas: see manufacturer) for 25-30 minutes. Mix 1/2 tsp. cinnamon, 2 tbsp. sugar and 2 tbsp. water.
Approx. 5 minutes before the end of the baking time, sprinkle the cake with the sugar mixture. Remove from the oven and allow to cool on a cake rack.