In a large bowl, whisk the yeast and warm water together. Add warm milk and whisk again.
Add sugar and egg. Whisk until combined.
Add one cup of flour, whisk. Add the melted butter. Add another cup of flour, and salt, then whisk until all the flour is incorporated. Continue adding flour, a bit at a time, until the dough pulls away from the side of the bowl when stirred. Add the lemon zest. Continue kneading for about 5-8 minutes, until a smooth dough forms.
Place the dough in a greased bowl. Cover the dough and let rise in a warm place for one hour, or until doubled in size.
Prepare a standard-sized loaf pan by lining it with parchment paper and spraying with nonstick spray. Set aside.
Place the dough on a lightly floured surface. Knead for a short while. Cut into two equal pieces. Roll each piece of dough out to a rectangle (about 20 by 15 inches). Spread the jam over the top.
Roll up each rectangle of dough tightly to form a log. Pinch the dough together to seal it closed.
Cut the logs open lengthwise, leaving the last inch of the dough intact on one end.
Twist the two strands around themselves. Invert the ends and tuck them under. Place the dough into the loaf pan. Top with fresh raspberries, if desired.
Cover and rise in a warm place for one hour or until the dough has doubled in size.
Preheat oven to 375°F.
Bake the bread for 30-35 minutes until golden brown.
Allow the bread to cool in the pan for 15 minutes, then transfer to a cooling rack.
For the glaze, mix the powdered sugar and lemon juice until smooth. Pour the glaze over the loaf and serve. Enjoy!