Put the currants, lemon and orange peels and zests in a bowl. Add the rum and mix well, then cover with clingfilm and leave to macerate overnight.
Heat the milk to 30°C in a small pan over a low heat, then remove from the heat. Using a fork, mix in the yeast until smooth. Set aside.
Mix 125 g of the flour and 20 g of the sugar in a large bowl. Make a well in the centre and pour in the yeast mixture, then bring together to form a smooth dough. Cover with clingfilm and leave to rise for 40 minutes in a warm place.
Meanwhile, put the remaining flour and sugar, salt and softened butter into the bowl of a freestanding mixer fitted with a dough hook and mix on low speed until the mixture resembles breadcrumbs.
Pour in the egg yolks and mix, then add the risen dough and mix until smooth and combined. Add the macerated fruits and mix until evenly distributed.
Turn the dough out on a lightly floured work surface and knead for 3 minutes until smooth and elastic. Place the dough into a lightly floured bowl then cover with a damp towel and leave to rise for 2 hours in a warm place, or until doubled in size.
Preheat the oven to 180°C fan and grease 2 baking trays with butter.
Dust the work surface generously with icing sugar. Divide the marzipan into 2 pieces and roll into cylinders (roughly 20 cm x 2.5 cm).
Turn the dough out on a lightly floured work surface and knead gently for 2 minutes until smooth, then divide the dough in half. Cover the second half of dough while you prepare the first half.
Roll the dough into a rectangle (roughly 22 cm x 10 cm) and place a cylinder of marzipan in the middle. Add a few drops of water around the edges, then roll the dough up to enclose the marzipan and pinch to seal. Transfer to the baking tray seam-side down, then cover with a damp towel and leave to rise for 45 minutes or until doubled in size. Repeat with the second half of dough.
Brush the stollens with the beaten egg and bake for 35-45 minutes until golden. While the stollens are warm, brush with melted butter, then generously dust with icing sugar and serve
The stollens are best eaten on the day they are made, but they can be tightly wrapped in clingfilm, followed by a layer of foil, and then frozen for up to 3 months.