Prepare the loaf: Line a baking sheet with parchment paper. Combine the butter, almonds, sugar, cocoa powder, egg yolks, cinnamon, flour and cayenne in a food processor; pulse to make a paste.
On a floured surface, roll out the dough into a 10-by-18-inch rectangle. Spread the cocoa mixture over the dough, leaving a 1-inch border on one of the long sides. Brush the clean border with water. Tightly roll the dough into an 18-inch log, rolling toward the clean border; pinch the seam to seal. Place seam side down on the baking sheet; refrigerate until firm, 30 minutes.
Get the Recipe: Mexican Chocolate Loaf