In the bowl of a stand mixer, using a dough hook, combine flour, sugar, yeast, half the orange zest and half the lemon zest. Reserve the other half of the orange and lemon zests for the filling.

While mixing on medium speed, add milk, and add eggs to the dough one at a time. Continue to mix until dough combines, about 2-3 minutes.

After dough combines, add salt, and then add the butter a few cubes at a time, mixing until incorporated.

Once incorporated, knead the dough on medium speed for 10 minutes. After the 10 minutes dough should be completely smooth, elastic, shiny, and pulls away from the sides of the bowl. If this consistency is not achieved, continue to mix until it is. You may need to scrape the sides of the bowl during the mixing time.

Place dough in a large bowl that is sprayed with non-stick spray, and cover with plastic wrap. Place in refrigerator for 8-12 hours to allow to slow rise. This will also make the dough much easier to work with.

After the 8-12 hours, grease two 9x4 inch loaf pans with oil and line the bottom of each pan with waxed paper.

Remove dough from the refrigerator, and divide dough into two equal portions, keep one half covered in the fridge while working with the other half.

Chop the chocolate into fine, even sized pieces, and melt in the microwave by heating in 20 second intervals and stirring between.

Whisk together powdered sugar and cocoa powder, then combine with the melted chocolate, and butter until you have a spreadable paste.

Stir remaining zest into your chocolate paste, and set aside.

Lightly flour a surface to roll out the dough on, then roll the dough into a rectangle measuring 15x11 inches.

Use a spatula to spread half of the chocolate mixture over the rectangle of dough, leaving a ¾ inch border on all sides.

Then use both hands to roll the dough into a log, starting with the long side. Once rolled, press the seam to seal it to the roll. Use your hands to even out the ends and press them into shape.

Place seam side down, and then use a sharp knife to cut the roll down the center lengthwise, dividing the log into two long even halves. You should be able to see the layers of the dough and filling.

With the cut sides facing up, it is time to braid the dough. Do this by gently pinching one end of each piece together, then twisting the two pieces around each other, so you end up with a twist with the chocolate side exposed. Once twisted, pinch the remaining ends together. While twisting, be careful not to stretch the dough too much.

Once your twist is complete, carefully place it into your prepared loaf pan.

Cover the pan loosely with plastic wrap and leave to rise in a warm place for 1 to 1½ hours.

Repeat the process with the remaining dough and filling to make a second loaf.

Preheat oven to 375°F with rack in the middle of the oven.

Once the oven is fully heated, remove plastic wrap and place loaves in the oven to bake for about 25-30 minutes, until a skewer inserted into the center comes out clean with no dough attached.

While the cakes are in the oven, heat orange juice in a small saucepan over medium heat, and stir in sugar. Bring to a boil, and stir continuously until sugar dissolves.

Remove from heat and set aside to cool.

As soon as the cakes come out of the oven, brush the syrup over them, using all of i t between the two pans.

Let pans cool completely before serving.