Sift high protein flour and wholemeal flour into a mixing bowl, then return the husks from the sieve into the bowl.
Fix a dough hook onto the cake mixer. Stir in salt, sugar, cocoa powder, bread improver and yeast. Beat at low speed for 12 minutes.
Mix instant coffee with warm milk. Pour coffee milk mixture into the flour mixture. Use a spatula to mix well. Add the egg. Turn on the mixer for 12 minutes. Add butter, sultanas and walnuts and beat at medium speed for 78 minutes until elastic.
Roll dough into a log. Cut into 70g portions. Shape each portion into a round roll. Brush lightly with water and sprinkle some instant oats over it. Place each ball of dough on the prepared trays and cover with a clean tea-towel. Allow it to rise until double in size.