Warm the water to 46°C (115°F) and whisk in the sugar and yeast. Allow to prove while preparing the next items.

Peel the lemon and orange, and remove any pith from the peel and fruit. Cut into quarters, and place all in the blender.

Warm milk and butter together, until the butter melts. Add to the blender and blend on high for 3 minutes.

Add sugar, salt, and egg and blend for another 2 minutes. Measure the mixture – it should be 625ml. If not, add more citrus juice to compensate.

Pour the mixture into a large bowl, and add the yeast mixture to it.

Stir in the flour, about 100g at a time, until the dough becomes a shaggy mass. Turn it out on to the table, and continue adding flour as you knead the dough for 8-10 minutes. It should be smooth and soft.

Place the dough in a lightly greased bowl, cover with plastic wrap, and allow to prove 1-1.5 hours, until doubled.

Punch down the dough, and let it rest 10 minutes.

While dough is resting, prepare your tins by greasing them or lining them with parchment paper.

Shape your dough, and place in the tins. Cover, and allow to rise in a warm place until doubled in size, about 1-1.5 hours.

When the dough is almost done proving, preheat the oven to 176°C (350°F).

Bake the loaves in the preheated oven for about 20-30 minutes, depending on the size of your tin.

Remove from the pan, and allow to cool.