Syrup: Boil sugar and water until dissolved. Cool and refrigerate.
Dough: In a stand mixer, combine milk, sour cream, sugar, egg, yeast, and flour. Mix on low. Add salt and softened butter. Increase to medium and knead for 10 minutes until smooth.
First Rise: Cover and let rise in a warm spot for 1 hour until doubled.
Filling: Melt chocolate and butter together. Whisk in cocoa, powdered sugar, and oil until smooth.
Assemble: Divide dough into two. Roll into a rectangle, spread with cocoa filling, fold, and roll out. Spread Nutella over the top, fold into thirds, and roll again.
Shape: Cut into 4cm strips and twist or tie into shapes. Place in a baking pan.
Second Rise: Let rise for 35 minutes.
Bake: Preheat oven to 170°C (340°F) on turbo setting. Bake for 45 minutes until golden brown.
Glaze: Immediately brush the warm cake with the cold sugar syrup.