Brush olive oil over surface of a large stainless steel bowl. Put yeast and 1 teaspoon sugar in bottom of bowl add 1 cup of scalded milk and stir to disolve the yeast. Set aside for 10 minutes then add 1-1/2 cups flour and remaining milk. Knead by hand or with mixer and dough hook till dough is soft and silky, about 7 or 8 minutes. Cover and let rise for 5 hours. While dough rises soak currents and raisins in marsala for at least 1 hour. In a small sauce pan over low heat, melt butter and add 2 tablespoons shortening. Add fennel seed, remove from heat and let stand till cool. Add eggs one at a time to the fennel seed mixture and mix after each addition then add lemon rind and remaining sugar. Set aside. When dough has risen 5 hours add fennel seed mixture and mix well. Add salt and begin adding remaining flour, 1/2 cup at a time.
When dough is firm enough to knead turn out onto a lightly floured board and knead till soft and smooth about 10 to 15 minutes, adding as much additional flour as necessary to keep it from sticking. During final 5 minutes knead in raisins and currents. Form dough into 2 loaves. Use remaining shortening 2 grease 2 nine inch pans place dough in pans cover and let rise till doubled in bulk. This may take as long as 3 hours. Preheat oven to 375 brush egg wash on bread 5 minutes before baking. Brush again immediately before baking. Bake until loaves are golden brown and sound hollow when tapped about 35 minutes turn out and cool.
This is Sicily's answer to the moring danish.
Recipe from the Coles Group's, California Culinary Academy Italian cooking at the academy.