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In a pan, mix the milk, vanilla, salt and corn starch and heat the mixture until it begins to thicken. Add the butter and stir until smooth. Let it cool down for 30 minutes.
Add the flour, sugar and the yeast in a kitchen robot and pour the milk mixture over the flour. Mix into dough using a low speed. Knead with hands until the dough is smooth and shiny.
Divide the dough into two parts. Reserve one of them (it will be the white mass) and cover with a cloth to proof till double.
Divide the other part of the dough into two parts: one bigger and another one is smaller. In the smaller one, add 15 g of cocoa mixed with 1 tbsp of milk, and knead manually until the dough is homogeneous and colored, set aside to proof till double. It is a dark chocolate dough.
In the bigger part of dough, add 5 g of cocoa mixed with 1 tsp of milk, and knead till smooth and set aside to proof till double. It is a chocolate dough. It usually takes 1-1.5 hours to proof at room temperature. It is possible to keep the dough covered with a cloth in the refrigerator for 12 hours. In this case, let it proof before working with the dough.
Divide the white dough into 7 balls: 2 big balls and 5 small ones. Divide the chocolate dough into 7 balls: 2 big and 5 small ones. Repeat the same procedure with the dark chocolate dough in order to get 2 big and 5 small balls. The size of balls depend upon the final weight of the each part of dough, divide it accordingly.
Take a ball of chocolate dough and roll it using a rolling pin into a flat oval shape. Its length has to be equal to the length of the loaf pan. Roll the dough like a Swiss roll.
Take a ball of dark chocolate dough and roll it into a flat oval shape. Keep the same length as the length of the pan. Place the roll of chocolate dough in the center of the oval of dark chocolate dough and cover the chocolate dough, not fully covering.
Repeat the same for the rest taking into consideration that the big balls of chocolate dough has to correspond with the big balls of dark chocolate dough. The same is with small balls.
Using a rolling pin, roll a ball of white dough into a flat oval shape. Wrap the chocolate roll with the white dough, fully covering. Continue the same way for the rest.
Take a roll of the white dough, gently roll it with hands into a long log of the double size of the baking pan. Repeat it for the rest.
Cut each long log into half. Place the rolls alternating their ends into the greased or lined with parchment paper loaf pan.
Cover the pan with the cloth and let it rise till double.
Heat the even to 340 degrees F.
Brush the bread with some milk and bake it at 340 degrees F for 30-40 minutes.
Remove the bread from the loaf pan and let it cool before cutting.