Make the roux: In a small pot, mix together the water and flour and cook on medium heat while whisking until thick and paste-like. Set aside.
In the bowl of your stand mixer fitted with a dough hook, add the warm water and yeast. Let it dissolve for a few minutes. Add the remaining dough ingredients plus the roux. Knead the dough for about 10 minutes until it comes together. It will be quite tacky. Set the dough in an oiled bowl and cover with plastic wrap. Let rise for 2 hours.
Once doubled in size, press down on the dough and place it on a lightly floured counter. Divide the dough into 4 sections. Roll into balls and and dust lightly with flour, cover with a tea towel and let rest for about 15 minutes.
Make the filling: in a small pot melt the butter on low heat. Add the remaining filling ingredients and stir until you have a paste. If it’s very thick add milk of heavy cream to loosen it, if it’s very thin add more powdered sugar. Remember that as it cools it will thicken and become paste-like, which is what we want.
Grease a tube pan. Take one of the dough balls and roll it out into a long, thin oval/rectangle. Use a bench scraper or a knife to make slits that are about ½ cm in the top half of the dough (see photos for reference).
Spread about two tablespoons of chocolate paste on the bottom. Roll up the dough (beginning with the chocolate side) and place, seam-side down into the tube pan. Repeat with two more dough balls.
You’ll have a quarter of dough left (the tube pan only fits three) and you can make the same shape but in a loaf pan, or you can make a tiny batch of chocolate rolls, or anything you like with it.
Let the dough rise for another hour or so. Preheat the oven to 350 F. The dough is ready to go in when it doesn’t immediately bounce back when pressed with a finger. Brush an egg wash over the dough and bake for 30-40 minutes or until a thermometer inserted into the center registers 190 F. If it is getting too dark, tent with foil.
To remove from tube ban, use an offset spatula to loosen it from the sides and the center. Lift from the metal piece in the center (careful if it’s hot) to remove from outer shell. Slide the offset spatula under the bread to loosen it from the bottom. Lift the bread off the metal and place on a plate. Serve the day of baking.