Combine the warm milk, sugar, and yeast in a mixing bowl. Give it a quick stir and let it stand for a few minutes until slightly foamy, then beat in the eggs and add the vanilla extract.
Add the flour and salt to the mixture and stir until everything comes together into a shaggy dough.
Start kneading the dough, gradually incorporating the softened butter in small portions. Continue kneading until the dough becomes smooth, stretchy, and elastic.
Transfer the dough to a lightly oiled bowl, cover it, and leave it in a warm spot until it doubles in size (about 1 hour). A warm, steamy oven can help speed this up.
Once risen, gently deflate the dough and portion it into 12 equal pieces. Shape each piece into a round.
Flatten each ball into an oval or rectangle. Spread a layer of Nutella over the surface, leaving a small border.
Fold the dough over the filling, then cut slits along one side and twist or wrap them over to form a braided effect.
Arrange the shaped rolls on a lined baking tray. Cover loosely and let them rise again until they look soft and puffy, about 30–45 minutes.
Brush the tops with egg wash and bake in a preheated oven at 180°C / 350°F until golden and cooked through, roughly 18–20 minutes.
While still warm, lightly brush with melted butter before serving.
