In a small bowl, whisk together the yeast, warm water, and 1 tablespoon of the sugar. Let sit until foamy, about 10 minutes.
In the bowl of a stand mixer fitted with the dough hook, combine the flour, remaining sugar, egg, milk, and yeast mixture. Mix on medium speed until a rough dough forms, about 2 minutes. Add the butter and salt and knead until smooth and slightly tacky, about 8 to 10 minutes more.
Cover the bowl with plastic wrap or a damp towel and let rise in a warm spot until doubled in size, about 1 hour. Alternatively, refrigerate overnight and let come to room temperature before shaping.
For the almond cream, beat the butter and powdered sugar in a medium bowl until smooth. Stir in the almond flour, then mix in the egg, yolk, and vanilla. Add the flour and cornstarch and mix until fully combined. Cover and refrigerate until ready to use.
Lightly flour your work surface. Divide the dough into two equal portions. Roll one portion into a thin rectangle, about 10 by 14 inches. Spread a thin, even layer of almond cream over the dough. Fold the dough in half lengthwise to enclose the filling and press gently to seal the edges. Lightly roll out again to flatten.
Using a pizza cutter or sharp knife, cut the dough into 2-inch/5 cm wide strips. Cut each strip lengthwise into four thin ribbons. Twist the ribbons together, then coil into a spiral, tucking the end underneath. Place on a parchment-lined baking sheet. Repeat with remaining dough.
Loosely cover and let rise until slightly puffy, about 20 to 30 minutes. Meanwhile, preheat the oven to 350°F (175°C).
Use your fingers or the back of a spoon to press a small well into the center of each spiral. Fill each well with 1 teaspoon of jam. Brush the exposed dough with a beaten egg and sprinkle with sliced almonds if desired.
Bake until golden brown on top and bottom, 30 to 35 minutes. Cool slightly before serving warm or at room temperature.