1-Combine warm milk, sugar, and yeast: Combine warm milk, sugar, and yeast. Let sit for 10 minutes until frothy.
2-Whisk in 1 egg and vanilla: Whisk in 1 egg and vanilla. Gradually add 520g of flour and salt until a dough forms.
3-Knead the dough, adding softened butter one: Knead the dough, adding softened butter one tablespoon at a time, until smooth and elastic (about 10 mins).
4-Split dough in half: Split dough in half. Knead cocoa powder into one half; knead the extra 1 tbsp of flour into the other half.
5-Cover both doughs and let rise in: Cover both doughs and let rise in a warm spot for 2 hours until doubled.
6-Roll both doughs into rectangles: Roll both doughs into rectangles. Place cocoa dough on top of plain dough.
7-Spread Nutella over the cocoa layer: Spread Nutella over the cocoa layer. Roll tightly into a log and seal the edges.
8-Place in a greased loaf pan and: Place in a greased loaf pan and let rise for 30 minutes.
9-Preheat oven to 180°C (356°F): Preheat oven to 180°C (356°F). Brush with beaten egg. Bake for 35-40 minutes until golden brown.
10-Let cool in the pan for 5: Let cool in the pan for 5 minutes, then move to a wire rack to cool completely.