Wool bread is made with a yeasted dough that’s sliced, tightly rolled then stacked in a round baking dish; once the dough proofs and bakes, the bread resembles a roll of wool or thick yarn. While its popularity has continued to grow on social media, wool bread was first introduced by a YouTube video created by the Malaysian food blog “Apron.” By taking inspiration from the original method of rolling and shaping, as well as adding our own cinnamon-sugar filling and combination of two flavors of dough, the result is a beautifully swirled wool bread that’s as impressive as it is tasty. Serve with a smear of homemade cream cheese icing for a stunning sweet treat.
For the dough: Microwave 3/4 cup of water in a small microwave-safe bowl or liquid measuring cup until it reaches 100 to 110 degrees F on an instant-read thermometer. Sprinkle the yeast and 1/4 teaspoon granulated sugar over the top and stir to dissolve. Let stand until foamy, about 5 minutes.
Meanwhile, stir together the bread flour, milk powder, salt and the remaining 2 tablespoons granulated sugar in the bowl of a stand mixer fitted with the dough hook attachment until combined. Whisk the melted butter and egg yolks into the yeast mixture, then pour into the stand mixer over the flour mixture. Beat on medium speed until a shaggy dough ball forms. Increase the speed to medium-high and continue to knead until a smooth but slightly sticky ball forms, 3 to 4 minutes.
Stir together the cocoa powder and 5 teaspoons of hot water in another small bowl until a thick paste forms; set aside. Split the dough in half and place one half in a medium bowl greased with butter, turning to coat; cover tightly with plastic wrap. Return the other half of dough to the stand mixer and add the cocoa powder mixture. Beat on medium speed until the cocoa is thoroughly mixed into the dough. Transfer the chocolate dough to another buttered medium bowl and cover tightly with plastic wrap. Let rise in a warm place until doubled in size, 1 to 1 1/2 hours.
For filling and finishing: Mix the granulated sugar, brown sugar, cinnamon and flour in a small bowl until evenly combined; set aside.
Punch down both the plain and chocolate proofed doughs, then cut each into 6 equal portions (12 total pieces). Dust a clean work surface lightly with flour. Use a rolling pin to roll 1 piece of plain dough and 1 piece of chocolate dough into two long rectangles, about 4 inches wide and 8 inches long. Place the chocolate dough directly on top of the plain dough. Using a bench scraper or chef’s knife, cut thin strips (about 1/8-inch wide) lengthwise along half of the dough (leave the other half uncut). Spread 1/2 tablespoon of softened butter on the un-cut side of dough, then sprinkle evenly with a heaping 2 teaspoons of the cinnamon sugar mixture. Fold about 1/4 inch of the dough inward on both sides to help hold the cinnamon mixture in, then roll the dough tightly from the uncut end to the sliced-end, making sure to finish with the seam-side down. The result should look like a roll of wool; set aside. Continue with the remaining dough pieces, butter and filling, so there are a total of 6 rolls.
Butter the bottom and sides of a 9-inch springform pan. Place the dough rolls around the perimeter of the pan (they will fit snuggly and should be touching). Cover with plastic wrap and let sit at room temperature until doubled in size, about 1 hour.
Preheat the oven to 350 degrees F. Uncover the proofed bread and brush with the beaten egg. Bake until puffed, golden brown and the bread reaches an internal temperature of 190 degrees F on an instant-read thermometer, 25 to 30 minutes. Let cool at least 15 minutes in the pan, then run an offset spatula around the edge. Unlock the springform pan and unmold the bread. The bread can be enjoyed warm or at room temperature.
For the cream cheese icing: Beat the cream cheese and butter with a mixer on medium speed until smooth. Add the confectioners' sugar and vanilla and beat until combined. Cover and keep at room temperature until ready to serve. Cut the bread into slices and serve with a smear of cream cheese frosting.
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