Prepare the yeast dough for the Easter plait with egg. To make the most of the yeast’s leavening properties, heat the milk to lukewarm. This will not damage the yeast bacteria. Put the flour in a bowl and make a well in the middle, crumble the yeast into it and add the lukewarm milk. Mix the yeast with the milk and add a little flour from the edge of the well to make a soft pre-dough. Dust with a little flour. Cover and let rest in a warm place until the dampfl has risen (strong cracks will appear on the floured surface).
Warm the butter slightly and mix with sugar, egg yolks, vanilla sugar, salt, rum and grated lemon peel. Add the butter-sugar-egg mixture to the ripe dampfl and knead well. Cover and let rest in a warm place for about 30 minutes.
On a floured work surface, divide the dough into two equal pieces and form into dough strands of about 40 cm. Then lay these on top of each other in a cross shape, with the two upper ends closer together. Insert the egg into this space and loop the dough strands together around the egg. Continue braiding the two bottom strands in a striezel-like fashion.
Whisk the egg yolks and milk together well. Place Easter plait on a baking sheet lined with parchment paper and let rest, covered, for about 20 minutes. Brush with egg yolk-milk mixture and sprinkle with hail sugar.
Cover the Easter plait with egg i