Beat eggs, sugar, oil, milk and lemon rind on medium speed for 3 minutes or until well mixed.
Mix in all of the baking powder and gradually add the flour. Blend until the flour is all incorporated and the dough is firm.
Place the dough on a floured surface and knead until firm enough to roll, adding flour as needed. Divide the dough into 6 equal portions, then roll each piece into a 9 inch square about 1/4 inch thick.
Spread 3 heaping tablespoons of the filling over the top third of the dough, then roll length wise. Seal the roll and seal the ends tucking then underneath. Place the rolls, seal side down on the ungreased baking sheet.
Bake for 25 minutes or until golden in colour.
Once cooled, frost the top of the rolls then sprinkle with the coloured candy. Let the frosting set until hard then slice the rolls into 1 inch pieces or desired thickness.
Filling: Either use a thick jam, pie filling or marmalade, or mix the regular jam with any of the desired ingredient until the jam is thick.
Frosting: Whip the egg white and sugar until thick and spreadable, about 3 - 5 minutes.