First make the dough. In an electric mixer fitted with the dough hook, mix the flour, sugar, milk, egg and dry yeast on a low speed for 5 minutes. Scrape down the sides and bottom of the bowl and use your hands to bring the dough together. Check to see if it is too dry or too wet at this stage – it should be slightly sticky to touch.
Increase the speed to medium and mix for a further 5 minutes. Add the salt and mix for 1 minute, then add the butter in two or three stages, and mix for 5 minutes until dough is smooth and shiny. You should be able to stretch the dough very thin between your hands without it tearing. Cover the dough with a damp tea towel and rest for 45 minutes.
Knead the dough on the bench for 1 minute and place it back in the bowl. Cover again with a damp tea towel and place in the fridge for at least 2 hours and up to 12 hours to ferment and cool.
In the meantime, make the filling. In a medium sized saucepan over a low heat, whisk together the cocoa powder, sugar, vanilla and cream until well combined and just under a simmer. Once melted, take off the heat and add the cubed butter. Whisk until combined and the mixture is smooth and shiny, then chill in the fridge until it’s thick and spreadable.
When your dough is ready, grease or line the 2 loaf tins and divide the dough into 2 equal pieces. Using a rolling pin, roll out each piece of dough into a rectangle about 45 cm x 30 cm, with the shortest side parallel to the edge of the bench. The thinner the dough, the more swirl and contrast you will have. Use a spatula to spread half of the chocolate filling, covering the dough but leaving a small strip of dough uncovered at the edge furthest from you, then sprinkle 50 g of chocolate pieces on top of the filling.
With a pastry brush or wet fingers, brush the uncovered edge with water. Gently gather the edge of the dough closest to you and roll it up, like a Swiss roll, sealing it on the wet edge. Repeat with the other dough, and then cover with a damp tea towel then place into the fridge for 15-20 minutes to firm up so it is easier to cut.
With a sharp knife, cut the dough in half lengthways. Overlap one strip on top of another to make an X, with the cut side facing up, then twist the ends together like the threads on a screw so you have at least 2 twists on each side of the X. This will create the swirling chocolate effect in the dough. Place the twist into the pan, exposed chocolate side up, folding and twisting it to fit. Repeat with the other roll.
Cover the tins with a damp tea towel and prove for at least 1½ - 2 hours. I use my oven or Esky as a prover, by putting warm water into a tray underneath the tins to create moisture and warmth. It should rise by half, and you can tell it’s ready to bake if you touch the dough gently and it leaves a mark.
Pre-heat the oven to 180°C. Bake on the top shelf for around 30 minutes until it is golden brown on top, turning the tins halfway through. Once baked leave to cool in the tin for 10 minutes then transfer to a cooling rack for 20 minutes more before slicing.