For the marzipan braid, slightly warm 4 tablespoons of the milk, dissolve the yeast and sugar in it. Pile the flour in a bowl.
Make a well in the center and pour the mixture into it. Mix with part of the flour and let rise, covered, in a warm place for about 20 minutes.
Knead remaining milk, marzipan, half-fat butter, lemon zest and salt with flour mixture to a smooth dough and let rise again in a warm place for about 45 minutes.
Knead the dough well again. Divide into 3 parts and form rolls. Braid a pigtail and knead the ends well. Let rise in a warm place one last time, covered, for 10 – 15 minutes.
Brush the marzipan braid with milk and bake in a preheated oven at 180 °C for about 30 minutes.