Knead all the ingredients except the cocoa powder and 3 tablespoon milk to make a smooth dough. Halve the dough and color one half brown with cocoa powder and 3 tablespoons of milk.
Shape the dough halves into 6 white and 6 brown balls. Shape the brown dough into long strands that are as long as the baking pan and each strand is covered with a white “coat”.
Place the wrapped strands in a buttered baking pan, not so close together, in two or more layers, depending on the width of the pan. Let rise for about 30 minutes.
Whisk the egg with a little milk, brush the dough with it and sprinkle with granulated sugar.
Bake at 180 degrees for about 45 minutes, until the cake is golden brown.