Sift the flour into a large bowl, and add the caster sugar and yeast. Mix these together so its all evenly distributed. Rub the butter into the mixture so it resembles bread crumbs
Gently heat the milk until warm then add the milk, vanilla, and egg to the dry ingredients.
Knead the dough together for 7-10 minutes. It will be sticky at first, but it will soon come together.
Once kneaded, it will be springy to touch, and not sticky. Transfer into a lightly oiled bowl, and cover the top of the bowl with cling film.
Let it rise*for 1-2 hours, or until doubled in size.
Once the dough has risen, transfer to a lightly floured work surface, and roll out to a large rectangle.
Spoon the nutella on to the dough and using a palette knife spread the nutella out across the dough until fully covered. Sprinkle over some chocolate chips.
Roll the dough from long side to long side, so that a long sausage is formed. Cut this evenly into 9 pieces.**
Using a large rectangular baking dish, mine was 30cmx24cm roughly, put them in. They won't touch yet, but you want four rows of three basically.
Cover the dish with clingfilm, and let them rise for another hour or so. By the end, they should all touch.
Towards the end of the dough rising, preheat the oven to 180C/160CFan so that when its finished rising, you can put it straight in the oven.
Bake in the oven for 20-25 minutes, until golden brown and cooked through.