In a saucepan, pour milk, vanilla, salt, and cornstarch and bring over medium heat. Cook the mixture stirring constantly with a wooden spatula until it begins to thicken. Add butter and stir until smooth. Let it cool down for 30 minutes.

Place flour, sugar, and yeast in the bowl of a stand mixer fitted with a hook attachment and pour the milk mixture over the dry ingredients. Mix into the dough using a low speed. Knead with your 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 it with a cloth to proof it until doubled. Divide the other part of the dough into two parts: one bigger and another smaller.

Add 2 tablespoons (15 g) of cocoa powder mixed with 1 tablespoon of milk to the smaller part of the dough, and knead manually until the dough is homogeneous and colored. Set aside, and cover it with a cloth to proof it until doubled. It is a dark chocolate dough.

Add 2 teaspoons (5 g) of cocoa powder mixed with 1 teaspoon of milk to the bigger part of the dough, and knead till smooth. Set aside and cover with a cloth to proof till double. It is a light chocolate dough. Alternatively, you can place each dough in a glass bowl, cover it with plastic wrap and let it proof at room temperature until it doubles in size, about 1-1.5 hours.

Deflate the dough and 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 to get 2 big and 5 small balls. The size of the balls depends upon the final weight of each part of the dough; divide it accordingly.

Take a ball of chocolate dough and roll it using a rolling pin into a flat oval shape (aka a long tongue). Its length has to be equal to the length of the loaf pan. Then roll the dough like a Swiss roll.

Take a ball of dark chocolate dough and roll it into a flat oval shape (aka a long tongue), keeping the same length as the length of the baking pan. Then place the roll of chocolate dough in the center of the oval of dark chocolate dough and wrap the chocolate dough, not entirely covering it.

Repeat the same for the rest of the chocolate dough, considering that the big balls of chocolate dough have to correspond with the big balls of dark chocolate dough. The same is with tiny balls.

Using a rolling pin, roll a ball of white dough into a long tongue shape. Wrap the chocolate roll with the white dough, fully covering it. Continue the same for the rest of the white dough.

Take a roll of the white dough and gently roll it with your hands into a long log double the size of the baking pan. Repeat it for the rest of the white dough. Cut each long log into half. Place the rolls alternating their ends into the greased loaf pan or a pan lined with parchment paper.

Cover the pan with the cloth and let it rise till double. Heat the oven to 340°F (170°C). Brush the bread with milk and bake it for 30-40 minutes. Remove the bread from the loaf pan and let it cool before cutting.