Filling (you can increase even more to change the proportions of dough to filling)
Warm milk in microwave until warm to the touch (20 seconds). Transfer to a large bowl and add yeast. Let sit until foamy, 10 minutes. Whisk in remaining ingredients. Mix until a dough forms (or use mixer dough hook to do the same). Knead lightly on a floured surface until supple and smooth and dull in look. It’s fun to do anyway so take your time. Transfer to a large buttered bowl, cover with a towel and put in a cold oven until doubled in size, 2 ½ hours.
Mix chocolate, sugar and cinnamon in a bowl.
Preheat oven to 350F.
Cut dough into 3 pieces and turn out dough into three 12x6 rectangles on a lightly floured surface. Brush with butter and spread with filling mixture. Roll up to form a log. Braid the three logs into a challah shape. Brush dough with egg-wash (1 egg yolk, 2 tbsp. water), sprinkle with granulated sugar and bake on a baking sheet 35-45 minutes or until sounds hollow to the touch.
Cool on a wire rack.
This is also incredibly tasty for a French Toast preparation once baked.