Babkallah - When Babka and Challah Got Married

For the Bread::

whole milk

-oz. envelope active dry yeast

large egg yolks

vanilla extract

unsalted butter, melted, cooled, plus more

granulated sugar

kosher salt

all-purpose flour, plus more

For the Filling and Assembly::

bittersweet chocolate, finely chopped

(packed) light brown sugar

ground cinnamon

All-purpose flour (for surface)

unsalted butter, room temperature

large egg yolk

water

Granulated sugar (for sprinkling)