In a 2 cup glass microwave-safe measure, melt the butter. Add the milk and heat again until the mixture is very hot. Let cool to between 125 and 130 degrees. While it is cooling, stir in the vanilla.
Meanwhile, mix the flour, yeast, sugar and salt together in the bowl of a stand mixer. Add the warm milk mixture and stir well by hand or with the paddle, then add the egg and yolk and stir until well mixed. The batter should feel pretty sticky at this point.
Put the bowl on the mixer stand and attach the dough hook. Let the machine knead for about 1 1/2 minutes, then scrape down side of bowl. Continue kneading and scraping every 1 1/2 minutes until the dough becomes smooth and elastic and clears the side of the bowl (it will still stick to the bottom). Total time should be 6 to 8 minutes.
Transfer the dough to a large bowl in which you have placed the 2 teaspoons of oil. Roll the dough around in the oil. Cover with plastic wrap and let rise in a warm place for about 45 minutes.
Grease a 9x5 inch loaf pan, line vertically with a strip of parchment paper, then grease again and dust sides with flour.
Filling: Melt chocolate and butter together in the microwave on high, stirring every 30 seconds. Set aside.
Press and roll dough into a 16x14 inch rectangle. I do this on a big silicone mat, but a large melamine cutting board or very clean surface should work.
Dough should be slick and easy to press, therefore you shouldn't need flour at this point.
Spread the chocolate mixture across the rectangle, leaving about 1/4 inch on the right and a half inch wide line down the middle where you will be cutting.
Starting at the long (16 inch) side, roll upwards, as tightly as you can, into a jelly roll.
Cut the roll in half so that you have two rolls. Set them side-by-side, then form an "x". Twist the tops an bottoms and do your best to pinch the edges, but don't worry too much about chocolate leakage, as the dough will rise around it. Carefully scoop up the loaf and fit it into your loaf pan.
Allow unbaked loaf to rise for about 45 minutes.
At some point while it is rising, preheat oven to 350 degrees F.
Brush egg white lightly over the risen loaf. Sprinkle with cinnamon sugar.
Bake the for about 45 minutes. Transfer pan to a wire rack and let cool in pan 15 minutes, then loosen sides with a knife. Allow it to cool for several hours (I keep it in the pan) before cutting.
If you want, freeze the loaf overnight and slice while frozen.