Pour the water into the bread machine pan. If the instructions for your bread machine specify that the yeast is to be placed in the pan first, then simply reverse the order in which you add the liquid and dry ingredients.

Sprinkle the flour over, then the milk, ensuring that the water is completely covered.

Add the sugar, salt and 2 tablespoons of the softened butter, placing them in separate corners of the bread pan. Make a shallow indentation in the center of the flour (but not down as far as the liquid) and add the yeast.

Set the bread machine to the dough setting; use basic dough setting (if available). Press Start. Meanwhile shape the remaining softened butter into an oblong-shaped block, about 1 inch thick.

Lightly grease two baking sheets. When the dough cycle has finished, place the dough on a lightly floured surface. Punch down and shape into a ball. Cut a cross down and shape into a ball. Cut a cross halfway through the top of the dough.

Roll out around the cross, leaving a risen center. Place the butter in the center. Fold the rolled dough over the butter to enclose; seal the edges.

Roll to a rectangle ¾-inch thick, twice as long as wide. Fold the bottom third up and the top down; seal the edges with a rolling pin. Wrap the dough in lightly oiled plastic wrap. Place in the refrigerator and chill for 20 minutes.

Do the same again twice more, giving a quarter turn and chilling each time. Chill again for 30 minutes.

Roll out the dough to a rectangle measuring 21 x 12 inches. Using a sharp knife, cut the dough into three strips lengthwise and widthwise to make nine 7 x 4-inch rectangles.

Divide the chocolate among the nine pieces of dough rectangles, placing the pieces lengthwise at one short end.

Mix the egg yolk and milk for the glaze together. Brush the mixture over the edges of the dough.

Roll up each piece of dough to completely enclose the chocolate, then press the edges together to seal.

Place the pastries seam side down on the prepared baking sheets. Cover with oiled plastic wrap and let rise in a warm place for about 30 minutes until doubled in size.

Meanwhile, preheat the oven to 400°F. Brush the pastries with the remaining glaze and bake for about 15 minutes, or until golden. Turn onto a wire rack to cool just slightly and serve warm.