Add the warm milk and roux to the bowl of a stand mixer fitted with the hook attachment. (or into your kneading machine). Then add the dry ingredients.Turn the mixer on medium-low and mix for 5-7 minutes until gluten develops and the dough feels elastic.
Add the butter one tablespoon at a time and wait until it's fully incorporate before adding more.
Mix for another 5-7 minutes until the butter is completely incorporated and the dough is smooth and feels elastic. Note: The dough will be a bit tacky, but feels elastic.
Using wet hands, shape the dough into a ball and transfer to a greased bowl. Cover and let rise until doubled in size for 50-60 minutes.
Gently deflate the dough and roll into a rectangle on a well floured surface.
Spread a thin layer of hazelnut cream.
Roll the dough starting from the edge of the shorter side into a log like a cinnamon roll placing it seam side down.
Cut the dough in half lengthwise to expose the center. Braid the two pieces overlapping each piece over itself and leaving the inside exposed.
Place the loaf into a greased loaf pan and let rise for another 60 minutes.
Preheat oven to 175C | 350F degrees and bake for about 25 minutes or until the top is golden brown.
Remove from oven and let cool into the pan for 10 minutes before transferring into a rack to cool down completely.