Heat milk and 1 tablespoon of sugar in a small saucepan until warm. Remove from heat and crumble in the yeast. Let it sit for 10 minutes and then stir until the yeast is completely dissolved.
Add the flour, egg, salt, cubed butter and yeast mixture to a stand mixer fitted with the dough hook attachment. Knead until you have a homogeneous dough. If the dough is too sticky to touch, add a bit more flour.
Cover the bowl with plastic wrap and let the dough rise for 1 hour at room temperature.***
In the meantime, prepare the filling by chopping up the chocolate into small pieces. Melt the butter and sugar in a small saucepan and remove from heat. Add in the chocolate and stir until smooth. Chill in the fridge until the dough is ready.
Once the dough has doubled in size, punch it to remove the air. Preheat your oven to 180C (350F) and grease a bread pan with non-stick spray. Then roll it out on a floured surface to a rectangle about 30cm x 50cm (11.8 x 19.6 inches).
Spread the chocolate filling evenly onto the dough and sprinkle with the toasted mixed nuts. Carefully roll it up lengthwise.
Cut the dough lengthwise into two even pieces and braid them together with the cut facing upwards. Tuck the ends underneath.
Carefully place into a bread pan and cover with a kitchen towel. Let it rise for 30 minutes.
Brush with an egg and bake for 50 minutes. If the top starts to become too dark, cover it with aluminum foil.
Let it cool before attempting to remove it from the pan.