Put the bread mix into a mixing bowl, add the sugar and stir together. Add the egg yolks, milk and butter and beat together until a dough begins to form and leaves the sides of the bowl.
Turn onto a floured surface and knead until smooth and elastic. Put back into the bowl, cover with a clean cloth and leave in a warm place for 1 hour or until doubled in size. Meanwhile, put the sultanas into a small bowl, pour over the rum and allow to soak.
Beat the chestnut pure with 50g of the sugar then add the sultanas with rum, mixed peel and cinnamon. Mix well. Knead the dough on a lightly floured surface then roll out to a rectangle approximately 14x14 inches.
Spread the chestnut filling over the dough, leaving a border around the edges. Roll the dough up tightly like a Swiss roll and press the edges together.
Cut into 12 pieces. Place in a greased rectangular roasting tray / bake tin, and scatter over the rest of the sugar. Cover and leave in a warm place for 30 minutes. Heat the oven to 190C/375F/Gas Mark 5 and then bake for 20-25 minutes.
As soon as they come out of the oven brush the tops with the milk and sugar glaze. Allow to stand for 5 minutes before turning out and separating.
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