Make the Sponge : Mix together the yeast, sugar and warm water in a bowl and let it stand for about 10 minutes. Then whisk in the egg and flour until smooth. Cover loosely, and let it sit at room temperature for about half an hour.
To make the first dough, Stir the yeast , water, butter and then the flour into the sponge. The dough should be stiff but sticky to touch. Cover loosely and let it rise for about 1 1/2 hours or till double in volume.
To make the 2nd and final dough, add the sugar, egg vanilla, butter and orange zest to the first dough and knead until smooth. This is easiest done using a machine/ processor. Add the salt and add 1 cup flour and knead, adding as much more flour as you need to make a smooth and elastic dough.
Cover loosely and let the dough rise for about 3 to 4 hours or until it double in volume. Divide the dough in two parts, and shape them into rolls - one short (8") and fat for the wings and one a bit longer (12") for head/body and tail. Taper one end of the longer roll a bit and shape it into a head and beak. Flatten the other end and using scissors, snip about an inch from the end into the dough in three places of equal distance from each other. Separate the bits by fanning them out a little to form the tail. Plave on a parchment lined baking sheet. Shape the smaller roll into a rough rectnagle and snip like for the tail but at both of the shorter sides of the rectangle. This is for the wings.
Place this bit over the "body" of the dove to form the wings.Cover loosely and let it rise for about 2 to 3 hours till almost double.
Stir the ground almonds, almond extract, and granulated sugar and milk to a thick mixture that is spreadable but not runny. Spread this onto the surface of the bird and decorate with the unpeeled almonds. Sprinkle the pearl sugar and then dust with a some what thick layer of icing sugar.
Bake at 200C (400F) for 10 minutes, then lower the oven temperture to 180C (350F) and bake for another 40 minutes. If the bread is browning too soon, cover with aluminium foil. Cool on a wire rack and serve.