Measure all the ingredients. Melt the butter, but make sure it's not hot.
Add the yeast and 1 teaspoon of sugar to the lukewarm milk, and let it stand for 10 minutes until foamy.
Sift the flour into a large bowl, add the salt, sugar, grated lemon zest, and vanilla extract.
Pour the proofed yeast mixture into the flour mixture, then add the eggs, rum, and melted butter.
Mix the dough, then start kneading by hand or with a dough machine until smooth and elastic (about 10 minutes).
Cover the dough with a clean kitchen towel and let it rise in a warm place for about 2 hours, or until doubled in size.
Once the dough has risen, gently knead it on a floured surface, then shape it into a round loaf.
Place the loaf on a baking sheet lined with parchment paper, then use a sharp knife to make three crosswise cuts on top.
Preheat the oven to 350°F (180°C) and bake the bread for 30-35 minutes, or until golden brown.
Let it cool completely, then serve with butter or jam.
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