DOUGH: In the bowl of stand mixer, whisk together flour, instant yeast, and salt. Set aside. In another bowl, whisk together milk, sugar, yolks, and vanilla until sugar has dissolved.
Attach dough hook to stand mixer. Mixing on low speed, slowly add liquids to mixing bowl. Mix for one minute until dough starts to come together. Scrape down bowl as needed. Before the dough has fully formed, with the mixer running, add softened butter one tablespoon at a time. Increase speed to medium and continue to knead for 8-10 minutes until dough is smooth and does not stick to the sides of the bowl.
Form dough into a ball and place in a large greased bowl. Cover with plastic wrap and let rest at room temperature for 90-120 minutes until double in size. (Allow to rise at proof setting in Wolf Gourmet countertop oven, about 90 minutes.) Punch down risen dough. Recover with plastic wrap and let chill in the fridge for 30 minutes until dough is cold.
FILLING: Place chocolate, butter, and cocoa powder in a medium microwave safe bowl. Microwave for 30-45 seconds at 50 percent powder. Stir until smooth and melted. Add sugar and stir until combined. Let cool to room temperature. Whisk in egg white until mixture is shiny and glossy. Reserve one tablespoon of filling for later use.
Roll chilled dough on a lightly floured work surface. Press and roll into a 18 x 14-inch rectangle, with the long end parallel to you. Spread filling all over rolled dough, leaving a ½-inch boarder around the edges.
Roll dough away from you into a tight cylinder. Pinch seams closed. With the roll seam side up, spread the reserved one tablespoon filling over seam. Fold roll on top of itself, allowing the filling to sandwich. Pinch ends to seal.
With your hands on both sides of the roll, gently twist to form double figure eight. Place twisted roll in a greased loaf pan, pressing dough to fill the edges of the pan. Loosely cover with plastic wrap and let rise until dough is level with the lip of the loaf pan, about 90 minutes at room temperature. (Allow to rise at proof setting in Wolf Gourmet countertop oven, about 60 minutes.)
EGG WASH: Whisk together egg, water, and salt until well combined.
BAKE: Preheat oven to 350°F. Lightly brush the top of risen dough with egg wash. Bake for 40-45 minutes, rotating loaf midway through baking. Bake until the top of bread is deep golden brown and the internal temperature of bread registers at least 190°F. Allow bread in cool in pan for 15 minutes before unmolding. Remove bread from pan and allow to cool to room temperature on wire rack. Allow bread to completely cool before slicing.