In the bowl of a stand mixer, fitted with the dough-hook attachment, add the flour, sugar, dry active yeast, butter, and salt. Mix on low until combined. In a separate measuring cup, whisk the milk, egg and egg yolk together. Add the milk mixture to the bowl of the stand mixer, and mix until a smooth dough is formed, about 7 or 8 minutes. Add a few more tablespoons of flour if the dough looks too sticky. The dough should pull away from the sides of the bowl.

Cover the bowl with plastic wrap, and set aside to rise for about 1.5 hours, until doubled in size and puffy.

Meanwhile, make the filling. In a large bowl, add the cream cheese, milk, powdered sugar, cocoa powder, egg, vanilla extract, salt, instant coffee. Use an electric hand mixer to beat the mixture for about 5 minutes until smooth and light.

Gently place the risen dough on a floured work surface. Use a rolling pin to roll out the dough to roughly an 18x12" rectangle. Pour the cheesecake filling onto the dough, and use an offset spatula to spread the filling out into an even layer.

Gently, but tightly, roll up the dough into a long log. When you've reached the end, pull the edges and pinch them shut. Cut the dough into 12 rolls. My favorite way to get a clean cut is to use dental floss to slice the dough, try it!

Preheat the oven to 350 degrees F. Spray 2 9-inch cake pans, or 1 9x13" baking pan very well with nonstick cooking spray. Place the rolls in the prepared pans, and cover with plastic wrap. Let rise for about 30 minutes. Optional: brush the tops of the rolls with a beaten egg for extra shine.

Bake the Chocolate Cheesecake Rolls for 40 minutes, or until very golden brown. Let cool, and serve with coffee or tea.