Chocolate dough: Combine both flours, milk powder, salt, sugar and yeast in a mixing bowl. Stir the cocoa powder and coffee granules into the lukewarm water until dissolved.
Pour chocolate and coffee-flavoured mixture into the flour mixture and add butter. Mix gradually together and knead until a smooth dough is formed.
Cover with a damp tea towel and leave aside for 25-30 minutes to rise to double in size.
Plain dough: Combine both flours, salt, sugar and yeast in a mixing bowl. Add milk, then mix in butter. Knead until a smooth dough is formed. Cover with a damp tea towel and set aside to rise for 25-30 minutes until doubled in size.
Divide both chocolate dough and plain dough into 60g balls. Roll out the plain dough into a flat circle. Wrap a ball of chocolate dough in the centre. Flatten out the dough, then roll up Swiss roll-style. Flatten with a rolling pin into an oblong piece and roll up a second time Swiss roll-style, then cut into two.
(The dough will have a two-toned spiral pattern.) Do the same for the rest of the dough. Arrange the prepared spiral dough on a greased baking tray to rise for 35 minutes.
Brush with egg wash and sprinkle with sesame seeds. Bake in preheated oven at 180°C for 25 minutes or until well risen.