Mix the yeast, sugar flour, citrus rind and 1 tsp of salt in the bowl of an electric mixer with a dough hook. Make a well in the centre and pour in the milk and eggs.
Mix on a slow speed for 2 minutes, then on a medium speed for a further 3-4 minutes, until you have a soft, glossy and elastic dough.
Add the softened butter, a little at a time, and continue to mix for a further 4-5 minutes, scraping down the bowl from time to time to ensure that the butter is thoroughly incorporated. The Dough will be very soft.
Tip the dough into an oiled plastic bowl, cover with oiled clingfilm and chill for 24 hours until it has firmed up.
On a lightly floured surface, divide the dough into 18 equal pieces, about 40g each. Working one at a time, roll each piece into a circle with a 10cm diameter. Spoon a teaspoon of conserve into the centre of each one. Bring up the sides and pinch together, then roll into a ball.
Piece 6 of the balls in a circle, seam side down, around a small, greased ramekin or ball of foil. Place the remaining 12 ball in an outer circle. Cover with oiled clingfilm an leave to prove for 2 hours until puffy.
Heat the oven to 190ºC fan/ 170ºC/ gas mark 5. Once the dough has puffed up, brush with a little egg, sprinkle with the remaining salt and nuts, then bake for about 20 minutes, until golden. Cover with foil and continue cooking for a further 10-15 minutes.
Serve warm with your favourite Bonne Maman conserve in the centre of the brioche for dipping.
The cooked brioche can be made ahead and frozen. To use, wrap the frozen brioche in foil and reheat in a hot oven for about 12-20 minutes.