In a bowl of a standing mixer combine sifted flour, yeast, regular and vanilla sugar, salt, lard, and butter. Start the kneading process at the lowest speed.
While kneading, slowly start to pour previously whisked eggs, egg yolks, and milk. Then add rum and grated orange and lemon zest. Keep kneading the dough for about 10 minutes, hen transfer it to a lightly floured surface and form the dough into a ball.
Transfer the dough to a floured bowl, cover it with a damp kitchen towel or cling foil, and let it rise in a warm place until doubles in size. That should take from 1,5 to 2 hours.
After it has doubled in size, take the dough out of the bowl and knead again on a working surface, for 10 minutes more. Divide and shape into 3 balls (or more, if you want smaller pincas) and transfer to a baking tray covered with parchment paper. Cover again with a damp kitchen towel or cling foil and leave for second proofing. This should take about 1 hour.
Preheat your oven to 160°C (320°F). When pinca breads have risen, using sharp kitchen scissors or a knife make a cut in the shape of a cross. Brush with beaten egg yolk, which will give them a beautiful color. Don't brush the cut you made, but only the outer part of the dough.
Sprinkle with some almond flakes or pearl sugar.
Bake them for 25 to 35 minutes, depending on the size of your pincas and your type of oven. If you see that they suddenly start to get really dark on the outside but still aren't baked through, cover them with aluminum foil. I suggest turning the tray halfway through baking so that they get even color on all sides.
When they are baked, remove them from the oven and place them on a cooling rack to cool completely. After that, they are ready to be cut and served.