1. Slightly heat 100 ml milk, let sugar and yeast melt in it. In a food processor with dough hook knead together with flour, egg yolk and butter until smooth dough. Cover and leave in a warm place for 45 minutes.
For the filling, crumble marzipan. Boil remaining milk, stir marzipan in it until smooth. Season with lemon zest and a little salt. Cover and leave to cool.
For the sabayon, combine egg yolks, sugar and white wine in a whisking bowl. Whip with a whisk in a hot water bath until creamy. Season with almond liqueur, whisk in a cold water bath until cooled.
Knead yeast dough on floured surface and roll out to 1/2 cm thickness. Cut out 10 circles, each 7 cm dia. Knead remaining dough, roll out repeatedly, cut out 4 more circles. Place dough circles on a floured board to rise for 10 min with lid closed. Mix sugar with cinnamon and the colored sugar.
Heat oil to 170 °C. Fry dough circles in 4 portions at the beginning for 3-4 min with lid. Now turn to the other side and fry for another 3-4 min. Remove, drain slightly and turn to the other side in the sugar and cinnamon mixture. Put the marzipan mixture into a piping bag with a small nozzle, press the nozzle into the doughnuts and fill the doughnuts with the marzipan mixture. Best served lukewarm with the sabayon.