Preheat the oven to 180° C (356° F). Heat up the milk, pour it into a bowl and add the yeast, squashed in pieces with your hands. Stir and add 1 cup of flour and half of the sugar. Mix well and then leave the mixture covered with a towel for about half an hour, until it rises.
In a large bowl beat well the yolks of three eggs with the remaining sugar and the vanilla pod. Add the chopped sweet dessert (or jam), orange zest, liqueur and melted butter. Combine and knead the yeast mixture with the mixture of eggs and add slowly as much flour is needed, so that the dough becomes firm and soft.
Cover the dough with a towel and leave it in a warm place to rise. As soon as it is ready, knead again, and then split it into two equal portions, shaping two loaves. Place them on a buttered baking sheet, brush their surface with the remaining egg yolk and carve a cross. Bake the loaves for about 60 minutes, until they turn golden. Leave the loaves to cool off before you slice them. Serve them accompanied with sweet orange or kumquat dessert.