Lift the bread pan out of the machine and fit the blade. Put the dough ingredients, except the sultanas, nuts and peel, in the pan, following the order specified in the manual.
Fit the pan into the machine and close the lid. Set to the dough programme, adding the sultanas, hazelnuts and peel when the machine beeps.
Roll the marzipan into a thick log about 25 cm (10 inches) long.
At the end of the programme turn the dough out on to a floured surface and roll it out to an oval, about 30 x 18 cm (12 x 7 inches). Lay the log of marzipan over the dough slightly to one side of the centre. Brush a long edge with a little water and fold the wider piece of dough over the filling, pressing it down gently.
Transfer the stollen to a large, greased baking sheet and cover loosely with oiled clingfilm. Leave to rise in a warm place until almost doubled in size. Bake in a preheated oven, 200°C (400°F), Gas Mark 6, for about 25 minutes until risen and golden. Transfer to a wire rack to cool. Dust generously with icing sugar before serving.