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1
For the tangzhong: Mix flour with water until smooth. Cook over medium-low heat in a saucepan and stir with a wooden spoon, until thick. When swirling wooden spoon around pan, you should be able to see visibly the echoes of the swirl. Transfer to a clean bowl. Take a piece of plastic wrap and gently press it against the surface of the tangzhong. Let cool.
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2
For the black sesame dough: Heat milk slightly until lukewarm. Add in yeast and proof for 5 to 10 minutes. You should see a thick layer of foam, indicating the yeast is active.
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3
In the bowl of a stand mixer, sift in bread flour, rye flour, black sesame, salt, and sugar. Add in foamy yeast/milk mixture, tangzhong, and beaten egg. Using a paddle attachment, mix on medium-high. Add butter, one chunk at a time, until smooth. Continue mixing on medium-high for about 15 to 20 minutes, until elastic, supple, and super smooth. (Dough will be sticky; don't worry.)
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4
Turn out onto a greased bowl, and cover with a towel. Let rise until doubled in size, around 1 to 2 hours, depending on how warm your kitchen is.
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5
For the chocolate-nut filling: Melt butter and chocolate together until smooth. Stir in powdered sugar, cocoa, and cinnamon; mixture should form a spreadable paste.
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6
Turn dough out onto a lightly floured surface and punch down. Roll into a large 24-inch square. Spread filling evenly over dough, sprinkling chopped nuts all around, and then roll dough up, starting from the short edge. Use a sharp knife and slice through the middle down the length of the dough. Twist two halves over each other and place in a parchment-lined loaf pan, tucking the edges underneath. Cover with plastic and let rise for another 30 to 40 minutes.
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7
Meanwhile, preheat oven to 350u00b0F. After rising, brush loaf with egg wash. Bake for 20 to 30 minutes, until golden brown. Let cool and serve warm.