Thoroughly process 2 cups of milk, 1 and 1/4 teaspoons of yeast, sugar, orange zest, oil, water, salt and flour in a bowl to form a smooth dough, which you divide in half. Add cocoa to one half and process again. You can add any ingredients to the dough, such as raisins, cranberries, nuts, ...
Divide each half once more, so you get 2 dark balls and 2 light balls. Let them rise in a warm place for 15-30 minutes.
Beat the butter with egg yolks and vanilla sugar.
Process the dough into thicker rounds, which you spread with prepared butter, work them into a rectangle with your hands (press the butter into the dough) and roll up the rectangles.
Put one dark and one light part and braid. Put them on a baking sheet and put them in a cold oven. Turn on the temperature to 355 °F / 180 °C and bake until golden. During baking, you can wash the top of the pastry with the prepared syrup (water + vanilla aroma + sugar).