Warm the milk lukewarm. Crumble yeast into it and dissolve it. Put 500 g flour, sugar, 1 pinch of salt, egg and butter in a bowl. Add yeast milk. Knead into a smooth dough with the dough hooks of the mixer.
Cover and leave to rise in a warm place for about 30 minutes.
Warm the jam. Line two baking trays with baking paper. Knead the very soft dough once again on a well floured work surface and roll out rectangularly (approx. 20 x 50 cm). Spread the jam evenly on top, leaving an approx. 1 cm wide edge.
Roll up the dough from the long side and cut into approx. 16 slices. Place snails on the trays, press them a little flatter, press the ends of the dough. Leave to rise for about 15 minutes.
Preheat oven (electric cooker: 200 °C/circulating air: 175 °C/gas: see manufacturer). Bake snails in a hot oven for 10-12 minutes. Take them out and let them cool down a little. Mix icing sugar, lemon juice and 1-2 tbsp. water to a glaze.
Spread on the lukewarm snails and let them dry.