Make the dough a day ahead if you have time. Beat the milk and egg in a jug. Put the flour, yeast, sugar and butter in a food processor with a pinch of salt. Pulse until the mix starts to come together, but is still flecked with pieces of butter. Tip into a bowl and use your hands to work in the contents of the jug. Turn the dough out onto a floured surface, knead slightly, then roll out to a rectangle and fold the two short sides over so the edges meet in the middle, then fold into the middle again. Roll out and fold twice more, flouring the surface as you work. Cover the dough with cling film, then rest it in the fridge for at least 4 hrs or overnight.
For the filling, tip 150g of the almonds into a food processor with the icing sugar and cocoa powder and blitz until combined. Add the butter and egg white, pulse to a paste, then fold in the chocolate and set aside.
Split the dough in two and press one half into the base of a 23cm non-stick springform cake tin. Spread the filling over the middle of the dough, leaving a border, and top with the remaining dough. Cover with cling film and leave in a warm place for about an hour.
Heat oven to 180C/fan 160C/gas 4. Beat the egg yolk with the milk and brush over the top to glaze. Sprinkle with the remaining almonds and a little caster sugar and bake for 40-50 mins until puffed up and golden. Leave to cool for an hour. Mix the icing sugar with a few drops cold water to make a runny icing and drizzle it over the cake. Serve in wedges with coffee, or with ice cream for dessert.