Be sure to use almond paste, not marzipan, which has more sugar and is generally used for decorating. It's not the same thing. (According to Nigella Lawson, however, almond paste is called 'marzipan' in the UK.)Brioche, challah, or a close-textured white bread, like pain de mie, all work well. It's best if it's slightly stale as it'll absorb more of the flavorful syrup. And speaking of syrup, be sure to saturate the bread as you want to syrup to go all the way through the slices, not just moisten the top. If you don't drink alcohol, you can flavor the syrup with almond or vanilla flavoring (one that doesn't have alcohol) or ust with orange flower water, adding to taste. Make it a bit stronger than you think since you want it to be present in the finished pastry. Lastly, in the "Do as I say, not as I do" category, sharp-eyed readers will notice I used a silicone baking mat in the pics. Like most of us these days, my head is in the clouds and I prefer to bake Bostock on a parchment paper-lined baking sheet, although you can also bake them directly on a baking sheet if you wish. Silicon tends to "humify" things and while Bostock isn't naturally crispy (they fall between there, and in the "moist" category) the bottoms tend to brown a little when not baked on silicone.