Heat the oven to 310°F/155°C. Line two 9-by-5-inch loaf pans with parchment paper.
In the bowl of a stand mixer fitted with the dough hook, combine the flour, egg, sugar, milk and yeast. Mix until a shaggy dough forms. Add the butter a few cubes at a time, then add the salt. Knead until the dough is smooth and elastic, 12 to 15 minutes.
Transfer the dough to a lightly greased bowl, cover and refrigerate overnight.
Divide the dough in half. Roll each piece into a thin rectangle. Spread each with half of the Kinder spread and half of the chocolate-hazelnut spread, then sprinkle with the chopped Kinder Chocolate.
Roll each rectangle into a tight log. Freeze for 10 to 15 minutes, then slice each log lengthwise and twist the halves together with the cut sides facing up. Transfer to the prepared loaf pans.
Cover and let rise until puffy, 30 to 40 minutes.
Bake until deeply golden brown, 45 to 50 minutes. Cool completely before slicing.