Mix the water, yeast and sugar in a jug and set aside for 5 minutes.
In a large bowl place the salt and flour and stir to combine.
Once the yeast mixture is slightly frothy, beat the vegetable oil and eggs into it then pour into the bowl along with the dry ingredients. Stir together and then beat the mixture (with your hand shaped a bit like a claw) against the sides of the bowl to knead it. Keep kneading/beating the dough in the bowl for about 6-10 minutes - it will be stretchy but still sticky and quite wet! Cover with oiled cling film and leave to rise somewhere warm until doubled in volume (1 to 2 hours). Punch the dough down in the bowl, cover with the clingfilm and leave in the fridge overnight.
In the morning punch the dough down and turn out onto a clean work surface lightly dusted with flour. Divide the dough into 8 balls.
Make the filling: melt together the chocolate and butter over a low heat in a small saucepan. Once it's just melted, take it off the heat and stir in the sugar and cocoa powder. Set aside.
Take one ball of dough, roll it out into a circle which is around 5mm thick. Spread the filling over the surface of the dough in a light layer. Cut the dough up into 12 wedges (like a pizza). Take one wedge and roll it up starting at the base of the triangle so it looks like a mini croissant. Place onto a baking tray lined with baking paper - repeat with the rest of the wedges. Set them aside to prove for 15 minutes while you preheat the oven to 180 C (350 F).
Brush the rugleach with a mixture of beaten egg and milk using a pastry brush (if desired) and then bake for 9-12 minutes. Transfer baked rugelach to a wire rack to cool completely.
Repeat the rolling, filling, cutting, shaping and baking with the rest of the dough balls.
Baked rugelach will keep best in a sealed container for up to 3 days but they're best the day they're made.