If using active dry yeast, in a small bowl mix the sugar and yeast in the lukewarm milk and let the yeast activate for about 15 minutes until foamy. If using fresh yeast, crumble the yeast in the flour before starting mixing the dough.
To a mixer, with a dough hook, add all the dough ingredients. Mix on a low speed for about 5 minutes, then increase the speed to medium and mix for a further 12 minutes until the dough comes away from the bowl. If you are kneading by hand, knead until you get a soft and smooth dough, after about 15 minutes of kneading.
Form the dough, move into a bowl and let it rest in a warm place covered for an hour or two until it doubles in size.
For the almond filling, add all the ingredients together and mix well to get a paste. Wrap in cling film and refrigerate for an hour.
Line a baking tray with parchment paper. Set aside.