Mix together the yeast and the slightly warmed milk in a small bowl, setting aside for a few minutes.
Cream the butter and sugar together. Then beat in the egg and add the milk mixture. Gradually mix in the flour until a soft and slightly sticky dough forms. Add the raisins and almonds.
Knead the dough until smooth, coat with a bit of oil, cover with a towel, and place it in a warm spot to rise for about 1 hour.
When an elastic ball of dough has formed, coat it with a bit of oil, cover with a towel, and place it in a warm spot to rise for about 1 hour.
Preheat the oven to 350°F. On a floured surface, roll out the dough into a rectangle and cut into 12 even-sized squares. Roll the individual squares flat again.
Fold the corners of each square into the center, pressing down gently. Put the squares on lined baking sheets. Place 1 tablespoon of jam in the center of each roll.
Bake for about 15 minutes or until golden brown. Let the rolls cool completely before dusting with powdered sugar, if desired, and the lemon or orange zest.