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1
Soak raisins in rum and 1/2 cup very hot water.
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2
In a medium bowl, combine both sugars, cinnamon, nutmeg, walnuts and a pinch of salt.
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3
Drain raisins (discard soaking liquid) and mix them into sugar mixture.
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4
In a saucepan, melt marmalade until runny.
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5
Remove any large chunks orange peel.
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6
Cut about a 4-ounce piece of puff pastry and roll out on a floured board into a rectangle, about 17 inches by 7 1/2 inches.
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7
The pastry should be thin and supple enough to drape, but not so thin that holes start to appear when rolling.
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8
Brush a 2 1/2-inch-wide stripe of marmalade down the long center of the rectangle.
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9
Sprinkle marmalade with filling and fold top edge down over filling.
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10
Brush the top of filled section with marmalade and sprinkle marmalade with filling.
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11
Fold bottom edge up over the filling to make a kind of flattened roll; do not press.
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12
Cut in half crosswise and refrigerate rolls for 20 to 30 minutes, or freeze for 10 to 15 minutes.
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13
Heat oven to 375 degrees; use the convection setting if you have it.
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14
Cut rolls across into 1/2-inch-wide slices.
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15
Place slices, seam side down, on baking sheet lined with parchment paper or nonstick liners.
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16
Brush tops with egg yolk and sprinkle with sugar.
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17
Bake 20 to 25 minutes, until golden brown and puffed.
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18
Let cool slightly before removing to a cooling rack.
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19
Meanwhile, repeat with remaining pastry and filling.
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20
Store at room temperature in layers separated by parchment paper, in airtight containers.
