Lift the bread pan out of the machine and fit the blade. Put the dough ingredients in the pan, following the order specified in the manual. Add the lemon rind and juice with the milk.
Fit the pan into the machine and close the lid. Set to the dough programme.
Put the melted butter in a bowl and stir in the cinnamon, sugar and almonds until evenly mixed.
At the end of the programme turn the dough out on to a floured surface and cut it in half. Roll each half into a thick rope about 45 cm (18 inches) long. Twist the ropes together and transfer to a large, greased and lined baking sheet, curving the ends round into a crescent shape. Cover loosely with oiled clingfilm and leave to rise in a warm place for 50—60 minutes or until risen by at least half again.
Mix the egg yolk with 1 teaspoon water and brush over the dough. Scatter with the almond mixture, pressing it gently into the dough. Bake in a preheated oven, 200°C (400°F), Gas Mark 6, for about 35 minutes until deep golden, covering with foil if the bread starts to over-brown. Transfer to a wire rack to cool.