Add bread flour, instant yeast, salt, sugar, egg, egg yolk, butter, and warm milk in a large bowl. Stir with a wooden spoon until a dough forms. Then, knead the dough with your hands until smooth. It takes about 10-12 minutes by hand or 8-10 minutes in a stand mixer. Form dough into a ball. Place into a large greased clean bowl.

Cover with a clean kitchen towel and let the dough rise for 60 minutes at a warm temperature.

While the dough is resting, pour the pesto into a mesh sieve and push out as much as you can with the back of a spoon. You should have 1 cup of drained and squeezed pesto. Set aside.

After the dough has doubled, punch down the dough. Transfer it to a lightly floured surface and knead the dough to release the gas.

Divide the dough into 12 small balls (76 gr each).

Roll each to a rectangle 5-inch/13cm wide and 8-inch/20cm long. If the dough is shrinking back a lot when you roll it out, let the dough rest for a few minutes, then try again.

Spread a tablespoon of Nutella evenly over the bread, getting within 1/4-inch of the edge. Sprinkle chopped hazelnuts on the spread.

Roll up the bread tightly from the long end, then pinch all the seams and ends to seal. Slice the log of dough in half lengthwise with a sharp knife, not all the way to the top. Then, twist the two lengths together, keeping the filling side up as you twist.

Stretch the braid into 10-inch/25cm length, more or less. Bring both ends together, overlapping them and creating a hole in the middle. Bring one end into the hole and pinch it together with the other end at the bottom.

Place on a baking tray with a baking sheet. Repeat with the rest of the balls. Rest the dough for 1 hour or until they doubled.

Allow to cool for 5 minutes and then carefully transfer them to a cooling rack.