Heat the milk until just warm – not hot. Sprinkle in the yeast. Stir then leave until frothy and the yeast has dissolved.
Lightly beat the egg and almond essence together. Add to the milk mixture.
Mix the dry ingredients in a large bowl. Stir in the liquid ingredients using a fork. Turn onto a lightly floured board and knead until the dough is smooth and elastic. Place in an oiled bowl and cover with film. Stand until doubled in size.
Line a 30cm x 25cm baking pan with baking paper. Punch the dough down then roll or pat out to a 30cm x 25cm rectangle.
Combine the filling ingredients. Brush over the dough. Roll up tightly from a long side. Cut into 3cm rounds. Place the coils cut-side up in the lined pan leaving about 5mm between each. Cover with oiled film and let rise until doubled in size.
Meanwhile, preheat the oven to 190°C.
Bake the coils for 20-25 minutes or until cooked. Brush with the sieved marmalade. When cool, combine the icing sugar with enough water to be able to drizzle over the top. Sprinkle with the nuts.
Best served warm with or without table spread. Can be warmed briefly in the microwave.