In the bowl of a stand mixer, cream together the butter and sugar on medium speed. Add the vanilla and egg yolks, one at a time, until incorporated. Turn to medium-high and continue mixing until fluffy, scraping the edges with a spatula as you go.
Reduce speed to low and add the flour, salt and milk mixture. Continue mixing until incorporated.
Switch to the dough hook (or knead by hand) until dough is smooth, pliable and no longer sticks to the sides of the bowl, about 5-7 minutes. If dough it too sticky, add a little more flour.
Form dough into a ball and place in a lightly oiled bowl, covered with a tea towel and let rise in a warm spot in the kitchen, until doubled in size (1-2 hours).
Just before dough finishes the first rise, prepare the filling. To make the filling put the butter and chocolate into a small, heatproof bowl set over a pot of simmering water, heating until fully melted. Then stir in the rest of the ingredients, EXCEPT the hazelnuts, Set aside until thickened to a spreadable consistency.
Using a rolling pin, roll the dough into a 1/2 cm thick rectangle on a lightly floured surface.
Spread the filling over HALF of the dough, leaving a 1/2 cm border and sprinkle with hazelnuts. Fold the uncovered dough over the filling and gently press together. Using a sharp knife or a pizza cutter, cut into thin strips between 2 and 2.5cm thick.
Twist each strand of dough a few times then, gripping one end between your thumb and forefingers, coil the dough around the fingers to form a bun shape, finishing by folding the end of the dough over and under.
Line a baking sheet with parchment paper. Place rolls in baking dish, equally spaced, leaving 5cm gap between each bun. Cover with plastic wrap or a clean kitchen towel and let rise in a warm spot for 1-2 hours.
Preheat oven to 350°F / 175°C degrees. Uncover the rolls and brush with the reserved eggs whites. Transfer the rolls to the oven and bake for 15-17 minutes or until golden.
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