I actually made this sightly wrong as it's supposed to have 8 prongs not 4 but looks ok.
Here's the right way to make it:
For the dough
500 g (16 oz) bread flour or all-purpose flour
190 ml (6 fl oz) lukewarm milk
3 tbsp sugar
60 g (2 oz) melted butter
Grated zest of a lemon
1 tsp salt
1 tsp dried yeast
Nutella or similar hazelnut chocolate paste
1 tbsp milk + 1 tbsp water for a glaze
Icing (confectioner’s) sugar
1.Mix the yeast and the sugar with the milk. Leave for 10 minutes for the yeast to activate.
2.Break the eggs into a bowl and beat lightly.
3.Mix the flour, salt and lemon zest in a large bowl. Make a well in the centre and add the butter, eggs and yeast/milk. Mix to a soft dough.
4.Knead the dough for 10 minutes then form into a ball and place in a lightly-greased bowl. Cover and leave in a warm place until the dough has about doubled in size.
5.Meanwhile, cut out a circle of baking or greaseproof paper about 30 cm (12″) in diameter. Place the paper on a baking sheet.
6.Once risen, turn the dough out onto a surface, knock it back knead for 3-4 minutes. Divide the dough into 4 pieces and form each piece into a ball.
8.Place the dough onto the baking paper and spread on a layer of Nutella, leaving a small gap at the edge. Don’t make the layer too thick but be sure to evenly cover the dough.
9.Roll out a second ball of dough, place it on the first layer and spread with Nutella. Repeat with the third and fourth balls of dough but do NOT spread Nutella on the final layer.
10.Cut the brioche into 16 segments but leave a small (3 cm/1½”) area in the centre of the dough uncut.
11.Take a pair of adjacent segments. Lift and twist them away from each other through 180°. Lift and twist through 180° again, then twist through 90° so that the ends are vertical. Press the edges together firmly. Repeat this process for all pairs of segments.
12.Place the brioche in a large plastic bag or cover with lightly oiled film. Leave in a warm place for 1-2 hours to prove.
14.Place the bread on a wire rack to cool. Once cooled, dust lightly with icing sugar.