Make the almond filling first so it has time to cool down. You can make this the day before and refrigerate it if you prefer. Whirl the unblanched almonds in a food processor to fine meal.
Put this in heavy bottomed frying pan with the toasted coconut, raisins, sugar, milk, and grated lemon zest. Stir over medium to high heat until mixture is thick enough to hold a clean trail for a few seconds when you draw a spoon across pan bottom. Remove the pan from heat and stir in lemon juice and vanilla. Let cool at least 30 minutes.Your filling should not be wet or it will make your roll soggy. It should be on the dry side but just moist enough to be able to spread it. As I often mention, I always proof my dry yeast. Mix together the yeast, 1 tsp of the sugar in the lukewarm milk. Keep aside for about 5 minutes till frothy.
You can knead the dough by hand or machine. Put the flour, the sugar, salt and the butter pieces in a processor bowl. Run till the butter is mixed well with flour. If doing by hand, rub the butter into the flour so it looks crumbly. Add the proofed yeast and knead till you have a soft, smooth and elastic dough that isn’t sticky. Add a little water or flour, as required, to reach this consistency of dough.
Shape the dough into a ball and place in an oiled bowl. Turn the dough to coat well and cover it loosely. Let it rise till it's puffy enough to hold an impression when pressed with a finger. This should take about an hour to an hour and a half. The dough won't double in volume.
Deflate the dough and shape into a smooth ball. Place it a floured pastry cloth or clean, smooth-textured dish towel. Pat dough flat; with a rolling pin, roll into a 14-inch to 15-inch square. You can do this on a piece of parchment or a well floured counter like I did. Just make sure the dough doesn’t stick to the counter.
Spread or evenly dot the almond filling over dough to within 1-inch of edges. Make a thin fold the two edges on the left and right sides. This will keep the filling in while you roll the dough. Lift cloth from the side closest to you and roll dough away from you to the other edge, into a compact loaf. The edge should seal. Gently lift loaf and lay, seam side down, on a buttered 12-inch x 17-inch baking sheet. Cut small rounds on the top using a large icing nozzle or poke holes with a knife or skewer.
Cover loaf loosely and let rest until dough is slightly puffy, about 45 minutes. Brush the loaf with milk and scatter the flaked almonds on the top. Sprinkle the sugar over this.
Bake loaf on the center rack at 170C (340F)325C for 45 minutes or until rich golden Cool on a rack for at least 1 hour. Cut the loaf cross-wise into 1/4-inch thick slices and serve at room temperature.