Heat the milk in a small saucepan until lukewarm, about 110 degrees. Pour into a small bowl and whisk in the yeast. Stir in 1 cup of the flour thoroughly. Cover and set aside for 20 minutes.

In a food processor, combine the butter, sugar, salt, eggs, egg yolks, lemon zest, and rum. Pulse until the butter is evenly distributed.

Scrape the yeast mixture into the food processor and pulse 6 times to mix. Add the remaining flour and pulse until smooth. Let the dough rest for 10 minutes.

Start the food processor and run continuously for 10 seconds. Turn out the dough onto a floured surface and divide into 3 equal pieces.

Prepare the Chocolate Enrichment by combining water, baking soda, and cinnamon. Stir into the melted chocolate. Pulse into the food processor with one piece of dough.

Fold the chocolate dough over itself until slightly elastic. On a floured surface, press one piece of plain dough into a 5-inch square and stack with chocolate dough.

Cut the stacked dough into 3 strips. Cut one strip into ten 1/2-inch pieces and toss the pieces in a bowl with 1 teaspoon of water.

Press the dough pieces together into a coherent ball. Turn onto a floured surface and press into a thick 4 x 8-inch rectangle. Place in a prepared loaf pan.

Cover with buttered plastic wrap and let rise about 1 inch over the top of the pan for 1 to 2 hours.

Preheat the oven to 350˚F about 20 minutes before baking.

Bake until well risen and deep golden, 35 to 40 minutes. Cool in the pan on a rack for 5 minutes before unmolding.