Put the flour in a bowl and press a depression in the middle. Heat the milk and vanilla sugar in a small pot. Crumble yeast into it and dissolve while stirring. Remove the milk-yeast mixture from the stove and pour into the hollow.
Add a little flour from the edge, cover with a clean tea towel and leave to rise in a warm place for 15-20 minutes.
Melt the fat in a small pot. Add sugar, 1 egg, salt and the melted fat to the edge of the flour, knead to a smooth dough with the dough hooks of the hand mixer. Cover and leave to rise in a warm place for 30-40 minutes.
Roll out the dough into a rectangle (approx. 40 x 50 cm) on a floured work surface. Spread plum puree on it, rub marzipan roughly over it. Roll up the dough from one long side. Place the roll of dough on a baking tray lined with baking paper to form a wreath, pressing the ends together.
Whisk 1 egg, brush the yeast wreath with it, cover and let it rise for another 15 minutes.
Bake in the preheated oven (electric cooker: 200 °C/ convection oven: 175 °C/ gas: see manufacturer) for approx. 25 minutes. If necessary, cover with foil shortly before the end of the baking time. Remove from the oven and let it cool down on a cake rack.
Mix lemon juice and icing sugar and coat the wreath with it. Leave to dry for about 30 minutes.