Heat the milk with the egg yolk in the microwave for 30 seconds.
Add everything to the bread machine (except the cocoa powder and food coloring). Set and start the dough setting.
When its over, pull out the dough, separate into 3 balls. The white and red I made equal, the black for the wheels was smaller. Use your judgment.
Now mix the cocoa powder with water to become a paste. Knead into one dough ball. Knead for about 10 minutes, you can do this in your food mixer with the hook attachment or do by hand (your arms will hurt!). But knead until its evenly colored. Do this for the red ball as well.
Cover all 3 balls with greased plastic wrap and also a kitchen towel for another 40 minutes until it rises again.
now use your rolling pin and your imagination to create all the pieces. Follow my photos to see how I did mine. When finished, place into the bread loaf and cover again with the plastic wrap, kitchen towel. Place into microwave oven or in an enclosed area. Let rise for another hour.
Preheat oven to 350. Bake for 30 minutes. Cool then Slice.