Cocoa powder, rum, and grated orange zest are all flavorful additions to the dough for this version of buttery brioche. The dough can be mixed and kneaded using a sturdy standing mixer or your own hands. Either way, it will knead a solid ten minutes of kneading. Also, be sure to allow enough time for it to rise before rolling out. For the filling, you can mix rum into Nutella or other chocate-nut spread.