Add yeast to lukewarm milk, stir, and let sit for a few minutes. Meanwhile, stir together the flour, sugar, salt, and cinnamon to a stand mixer. Make a well with your finger, add milk/yeast, vanilla extract, eggs, and egg yolk, briefly mixing the eggs.

Turn on stand mixer with bread hook extension and slowly add room temp butter, piece-by-piece, until it has all become incorporated. Let the mixer knead for a few more minutes.

On a floured surface, knead by hand a few times and fold into roughly a brick shape. Cover with plastic wrap and let rise for 1-2 hours at room temp and then 1-2 hours in the fridge.

When dough is almost finished rising, make the chocolate filling by melting the butter in a glass bowl set over a pot of water on simmer. Add chocolate, piece-by-piece, and stirring constantly, until melting. Stir in powdered sugar and cocoa powder.

Divide dough into two pieces. On the same floured surface, roll out dough using a rolling pin into a thin rectangle. Scoop half of the chocolate filling onto this and gently spread it over the dough, leaving about a ½ inch on all sides.

On the long-side, gently roll dough into a swirl. Place on a baking sheet in the freezer for 6-8minutes (you can make the other loaf meanwhile).

Remove dough swirl from the freezer and cut it in half, longitudinally. With the cut ends facing up, braid the two half swirls together. Line a loaf pan with parchment paper and coat with some oil. Place braid into this pan (if the braid is too long, just fold it inwards on both sides). Repeat for the other loaf.

Let rest, covered with a dish towel, for 2-3 hours. After it has risen, preheat oven to 350 degrees and bake for 30-35 minutes. Meanwhile, bring the water with sugar to a boil and then take off the heat. When the bread is ready, spoon over the simple syrup you made onto the top of the bread. Let rest on a cooling rack for a bit but feel free to slice and eat it while still warm.