1Place the flour, salt, cocoa, sugar and orange zest in a bowl. Open a hole in the center and put the warm milk (which dissolves the yeast), the egg and beaten egg yolks, the softened butter pieces, and rum. Start involving all the ingredients with a wooden spoon, or put the kneading hook in the mixer and knead for about 10 minutes. If knead by hand, do it for a little longer. You may need to add a little more flour.
2Place the dough in a warm place and let rise for 2 hours or until doubled in volume.
3Remove the dough from the bowl, put on a floured surface and knead again to release the air.
4You may need to add a little more flour at this stage, to help extend.
5Roll out the dough into a large rectangle, with the help of a rolling pin, until 0.5 cm. Barring the surface with nutella in a thin layer. Roll the dough into a roll, and cut into 10 equal pieces. Turn the pieces with the cut surface up and place them in an annulus form in a tray with non-stick baking paper.
6Put it in a preheated oven at 350F until cooked and golden brown.