Combine the flour, salt, and lemon zest.
Separately, follow the yeast's activation instructions using the warm milk. Once it's proved, add it into the flour mixture.
Mix in pea-sized pieces of the almond paste/marzipan and add to the dough along with the egg yolks. Knead briefly.
Add in the melted butter and knead for 5-8 minutes or until it's smooth and pliable.
Let the dough rest in a covered and oiled bowl for an hour or until it's doubled in size.
Punch down the dough and shape it into a round. On the underside, insert the bean. Cover the dough again on a baking sheet and let it rise for another 45 minutes to an hour.
Preheat the oven to 375°F. Score the dough in a starlike pattern. Bake for approximately 40 minutes or until fully cooked.