Combine the yeast and 1 tbsp of the milk. When the yeast has dissolved, pour in the rest of the milk.
Combine the caster sugar, three quarters of the egg, the marsala and vanilla in a bowl. Tip the flour and ½ tsp salt into the bowl of a stand mixer. Make a well in the centre, then tip in the egg and milk mixtures. Mix for 10 mins using a dough hook, until you have a smooth, soft dough. Transfer to a lightly oiled bowl, then cover and leave to rise for 1½ -2 hrs, or until doubled in size.
Lightly oil a deep, loose-bottomed 20cm cake tin, then line with baking parchment (it should come 10cm above the top of the cake tin).
Tip the dough onto a lightly oiled work surface. Using lightly oiled hands, gently punch down the dough. Tip the chocolate chunks over the dough and briefly knead to combine. Form into a rough ball and transfer to the tin. Leave to rise for about 1 hr until doubled in size.
Heat the oven to 180C/160C fan/gas 4. Brush the top of the dough with the remaining beaten egg, then scatter over the almonds and pearl sugar, if using. Bake in the centre of the oven for 45-55 mins until golden, then leave to cool completely. Will keep in an airtight container for up to one week.