Warm the milk until slightly heated and stir in sugar and yeast; let sit until foamy, about 5–10 minutes.
In a large bowl or stand mixer, combine flour, eggs, and the foamy yeast mixture; knead until the dough becomes smooth and elastic.
Gradually add softened butter while kneading until the dough is shiny and stretches without breaking.
Cover and let the dough rise in a warm place until doubled in size, about 1–2 hours.
Melt the dark chocolate and mix with cocoa powder and vanilla extract; let it cool slightly to a spreadable consistency.
Roll out the risen dough into a rectangle and spread the chocolate mixture evenly across the surface.
Roll up the dough jelly-roll style and slice it lengthwise to reveal the swirls.
Twist the two pieces together, cut sides up, and place into a loaf pan lined with parchment paper.
Let the dough rise again until puffy, about 30–45 minutes.
Bake in a preheated oven at 350°F (175°C) for 35–40 minutes, or until golden brown and sounds hollow when tapped.
Let cool slightly before slicing and serving.