To prepare the fruit and nut mixture, rinse the raisins and lemon and orange peels with warm water and combine them with the rum in a plastic container. Cover and let the mixture soak at 75°F/24°C for at least 8 and up to 24 hours. Reserve the almonds to be added later.
To prepare the sponge, mix the flour, milk, and yeast with the dough hook attachment on low