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1
In a small bowl, stir together sugar, flour, water and yeast and let stand 5 minutes until foamy.
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2
Meanwhile, in a medium saucepan, heat milk to just below boiling (about 180 F), stirring constantly to avoid that gross film that forms on top. Remove from heat and allow to cool slightly to 110 F.
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3
In a large bowl or the bowl of a stand mixer, mix the scalded milk, sugar and salt until just combined. Add egg, yeast mixture, vanilla extract, melted butter and flour and stir until just combined.
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4
Switch to a dough hook and knead in stand mixer for about 5 minutes, adding an additional 1 tablespoon of flour at a time as needed until dough starts to pull away from the sides of the bowl and is smooth and elastic. Or, place dough on a lightly floured countertop and knead by hand for about 10 minutes, adding 1 tablespoon of flour as necessary until dough is slightly sticky and smooth and elastic.
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5
Shape dough into a ball, place in a lightly greased bowl, cover with plastic wrap and let rise until doubled, about 1 1/2 hours.
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6
Meanwhile, make the filling: Grind the walnuts, sugar and cocoa powder in a food processor until finely ground like coarse sand. Then transfer to a medium bowl.
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7
In a medium saucepan, bring milk and butter to a boil, then pour the liquid over the nut mixture. Add egg yolk and vanilla and mix thoroughly. Set aside until mixture comes to room temperature.
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8
Punch down risen dough and on a lightly floured surface, roll out dough into a 10-inch square. Brush with 1 teaspoon of melted butter, if desired.
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9
Using your hands or a rolling pin, very carefully spread dough thin; so thin, that you can see through it to the countertop. Spoon filling evenly over dough.
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10
Roll the dough carefully from the long end like a jelly roll, using a bench scraper to scrape any stubborn dough up from the countertop. Carefully place the rope into a greased 8-by-4-inch loaf pan into the shape of a U with the ends meeting in the middle (or really, however it ends up in the pan that resembles a uniform loaf shape).
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11
Brush the top of the loaf with beaten egg white and sprinkle with sugar, if desired. Cover pan lightly with plastic wrap and let rise 30 minutes.
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12
Preheat oven to 350 F. Uncover pan and bake bread for 15 minutes. Decrease oven temperature to 300 F and bake bread for another 30-40 minutes, checking on the loaf after 20 minutes to make sure it's not too brown. (If it is, cover with a dome of aluminum foil to prevent over-browning). Bake until a thermometer inserted in the center of the dough reads 200-210 F.
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13
Remove pan from oven and allow bread to cool in pan on a cooling rack for 20-30 minutes, then allow to cool completely outside of pan before slicing and serving.
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14
Adapted from Passionate About Baking blog.
