In a small bowl, combine the yeast, warm milk, and sugar. Stir gently and let sit for 10 minutes, until foamy.

In a large mixing bowl, add the flour and make a well in the center. Pour in the activated yeast mixture, egg yolks, and softened butter.

Mix until a sticky dough forms, then knead on a floured surface for about 10 minutes, until smooth and elastic.

Place the dough back in the bowl, cover with a clean kitchen towel, and let rise for about 1 hour, or until doubled in size.

Punch down the dough and divide it into 2 equal parts.

Knead the cocoa powder into 1 half of the dough until fully incorporated. You will now have 1 plain dough and 1 chocolate dough.

Roll out both doughs separately into rectangles of roughly the same size.

Place the chocolate dough on top of the plain dough and gently press them together with a rolling pin.

Spread the Nutella over 1 half of the layered dough, leaving a small border around the edges.

Cut the other half of the dough into thin strips, about 1 to 2 cm wide.

Twist each strip gently, then fold the twisted side over the Nutella-covered side.

Roll the dough up tightly like a log.

Place the rolled loaf into a greased loaf pan or rectangular baking pan.

Cover and let rise again for about 30 minutes.

Preheat the oven to 180°C (350°F).

In a small bowl, whisk together 1 egg yolk and 1 tablespoon milk. Brush the mixture over the top of the loaf.

Bake for 40 to 45 minutes, or until golden brown. If the top browns too quickly, cover loosely with foil for the last 10 minutes.

Let cool in the pan for 10 to 15 minutes, then transfer to a wire rack to cool completely before slicing.