Dissolve yeast in lukewarm milk in a bowl. Stir 1 tablespoon sugar and 1 tablespoon flour into milk mixture. Let stand until yeast softens and begins to form a creamy foam, about 30 minutes.
Mix half of the remaining sugar, oil, 2 eggs, lemon zest, and salt together in a bowl. Add remaining flour and yeast mixture and knead into a smooth dough. Place dough in a large, lightly oiled bowl and turn to coat. Cover with a clean towel and let rise in a warm place until doubled in volume, about 1 hour.
Combine remaining sugar, remaining eggs, chopped apples, almond meal, marzipan, raisins, rum, cinnamon, and almond extract in a large bowl and mix well for the filling.
Line a baking sheet with parchment paper. Dust a work surface with flour and roll out dough into a rectangle. Dust with bread crumbs and cover with apple filling, leaving a 1-inch border. Roll up dough from the 2 long sides, meeting in the middle. Place on the prepared baking sheet, cover with a clean cloth, and let rise, about 20 minutes.
Preheat oven to 350 degrees F (175 degrees C).
Bake stollen in the preheated oven for about 1 hour. Cover with aluminum foil after 30 minutes if stollen gets too dark. Remove from oven. Brush hot stollen with melted butter and dust generously with confectioners' sugar. Let cool before slicing.