Step 1

In a small saucepan, whisk together flour, milk and water.

Step 2

Bring to a simmer, whisking continuously until mix has thickened, about 6 to 8 minutes.

Step 3

Pour into a small heatproof bowl, cover with plastic wrap and set aside to cool slightly.

Step 4

In a large bowl, combine flour, sugar, yeast and salt, and mix well.

Step 5

Add egg, milk and cooled starter mix.

Step 6

Knead the mixture until it comes together, and continue for another few minutes.

Step 7

Add butter and knead for another 10 to 15 minutes until the dough becomes uniformly smooth and springy.

Step 8

Divide the dough into two parts, one slightly larger than the other. Roll the larger portion into a smooth ball and place it in a buttered bowl.

Step 9

Cover with plastic wrap.

Step 10

Cut the remaining portion of dough into two pieces, one slightly larger than the other. Incorporate the cocoa powder and 1 tablespoon of milk into the larger piece, kneading until you achieve a uniform light brown color.

Step 11

Form the dough into a smooth ball, and place into a buttered bowl then cover with plastic wrap.

Step 12

Incorporate the dark chocolate cocoa and espresso powders with a teaspoon of milk into the remaining dough ball, kneading well until you have a uniform dark brown color.

Step 13

Form the dough into a smooth ball, place into a buttered bowl, then cover with plastic wrap.

Step 14

Allow all three doughs to rise, covered, until they have doubled in size, about 50 minutes to 1 hour.

Step 15

Butter a 9x5-inch loaf pan well.

Step 16

Once doubled, remove each dough ball from its bowl one at a time and punch it down.

Step 17

Portion each ball of dough into seven equal parts, forming the parts into smooth balls and then covering all of the dough with plastic wrap to keep it moist.

Step 18

Take a light brown dough ball and roll it out into a small rectangle. Roll the long side of the rectangle up tightly to form a long log, taking care not to allow any air to become trapped inside.

Step 19

Next take a dark brown dough ball and roll it into a small rectangle, as long as the light brown log. Wrap the dark brown rectangle around the light brown one and set aside.

Step 20

Finally take one of the lightest dough balls and roll a rectangle. Roll the light and dark brown dough log inside of the rectangle and stretch a bit if necessary to match the length of the pan.

Step 21

Place the log in the pan and continue with the remaining dough in the same fashion.

Step 22

When all dough is rolled, cover the loaf pan in plastic wrap, set a sheet pan on top and set aside to rise for another 40 to 50 minutes.

Step 23

Halfway through the proof, preheat oven to 350 degrees.

Step 24

When dough has risen again, remove the sheet pan and plastic wrap, brush the top of the loaf with whole milk and bake for 35 to 40 minutes.

Step 25

When loaf is done, remove from the oven and allow to cool in the pan for about 10 minutes, then turn out loaf and finish the cooling process on a wire rack for at least one hour before slicing and serving.