1. Sift the flour into a mixing bowl and stir in the sugar and salt. Rub in the fat to form fine breadcrumbs. Stir in the yeast.
2. Make a well in the centre and pour in most of the milk. Mix with your fingers, then tip on to a lightly-floured work surface. Bring together and knead lightly until you have a dough slightly softer than a pastry mixture; add more milk if necessary. Lightly flour the bowl and place the dough back in it. Cover loosely and stand in a warm place for about an hour until doubled in size.
3. Gently re-knead the dough to form a smooth ball. Roll the dough out to form an oblong 38 x 15cm (15 x 6in) and place the piece of butter in the centre. Fold the dough over the butter, top and bottom, to cover it and press the edges to seal. Roll the dough out gently to form an oblong the same size as before. Fold the top third down and the bottom third up, and turn 90 degrees.
4. Cover and rest for 10 minutes. Repeat the rolling, folding and turning twice more. Transfer to a floured plate, cover and chill for 30 minutes.
5. Roll out to 30 x 20cm (12 x 8in). Cut in two lengthways and then cut each piece into six oblongs to give 12 pieces. Brush each with beaten egg and then place a piece of chocolate in the centre. On each piece fold the bottom third up and the top third down. Turn over and press down to seal the edges to enclose the chocolate.
6. Transfer to a large baking sheet and cover loosely with greased clear food wrap. Stand in a warm place for about 30 minutes until slightly risen. Preheat the oven to 220C/425F/Gas mark 7.
7. Brush with beaten egg and bake for about 15 minutes until puffed up and golden. Transfer to a wire rack to cool. Best served warm, dusted with icing sugar.