Mix the flour, salt, sugar and yeast in a bowl. Add the milk and egg, knead for approx. 3 mins. to form a dough, add the butter and knead into a soft, smooth dough. Cover and leave to rise at room temperature for approx. 2 hrs. until doubled in size.
Purée the almond mixture and pistachios with the quince jelly and lemon juice.
Sprinkle a little flour on the work surface and roll out the dough to a rectangle of approx. 30 x 50 cm. Spread the filling on top, leaving a border of approx. 1 cm at the top and bottom. Roll the dough up from the long edge, without exerting pressure, cut it into approx. 8 pieces each 6 cm wide using a bread knife. Make a slit in the middle of each piece but do not go all the way through. Place the pieces of dough on a baking tray lined with baking paper, brush with egg.
For approx. 25 mins. in an oven preheated to 180°C. Remove from the oven, leave to cool on a cooling rack.