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The previous day, make a brioche dough following the directions on
this page, adding the rum at the end. In a saucepan, bring water to a
boil, blanch the grapes for 2 to 3 minutes, drain them, and
refrigerate. Stir in the blanched grapes along with the orange and
lemon zests. Refrigerate for 24 hours.
For finishing and baking
Preheat the oven to 360°F (180°C). Form the dough into balls and
place them in small greased-and-sugared kugelhopf molds. Let rise
for 45 minutes at room temperature. Bake in the oven for 35
minutes.
Remove the kugelhopfs from the oven, unmold, and roll in the sugar.