In a large bowl, mix the warm milk and sugar. Add the yeast and let it sit for 5-10 minutes until frothy.
Add the egg, melted butter, and salt, then gradually mix in the flour.
Knead the dough until soft and elastic. Cover and let rise for 1 hour in a warm place or until doubled in size.
Melt the bittersweet chocolate and butter together in a microwave or over a double boiler. Turn off the heat. Stir in cocoa powder, powdered sugar, and oil until smooth. Set aside to cool slightly.
Divide the dough into two parts. Roll each part into a large rectangle. Spread half of the cocoa filling over one rectangle, leaving a small border. Fold the dough in half and roll it out again gently.
Spread more filling on half of the folded dough, fold again. Trim off any excess dough on the side that doesn't look so good to create clean edges, but don’t throw it away! You can shape it into a smaller bun or a “not-so-pretty” one – it’ll taste just as delicious.It's important to keep flouring the surface and dough constantly to prevent sticking or tearing – otherwise, it might create holes in the dough (like in the picture). Roll out tighlty again. Cut the dough into strips about 4 fingers wide. For each strip, make 3 vertical cuts in the center, but be careful NOT to cut all the way through to the edges. This will help create the beautiful twisted shape.
Twist each strip and roll to form buns. Repeat with each strip. Place buns on a baking sheet lined with parchment paper, cover, and let rise for 35 minutes.
Preheat your oven to 375°F (190°C). Brush the buns with egg wash and bake for 20-35 minutes, or until golden brown. Let cool slightly before serving. Enjoy warm for the ultimate chocolatey goodness!