In a large bowl, combine the flour, granulated sugar, salt, and yeast.

In a separate bowl, mix the warm milk, melted butter, egg, and vanilla extract.

Pour the wet ingredients into the dry ingredients and stir until a dough forms.

Knead the dough on a floured surface for about 5-7 minutes until smooth and elastic.

Place the dough in a greased bowl, cover with a kitchen towel, and let it rise in a warm place for about 1 hour or until doubled in size.

Prepare the filling by mixing the softened cream cheese and powdered sugar in a bowl until smooth. If desired, fold in the chocolate chips.

Once the dough has risen, punch it down and roll it out on a floured surface into a rectangle about 1/4 inch thick.

Spread the cream cheese mixture evenly over the dough.

Starting from one long edge, roll the dough tightly into a log and pinch the seams to seal.

Preheat the oven to 350°F.

Cut the rolled dough in half lengthwise to expose the filling.

Twist the two halves together and place in a greased loaf pan.

Cover and let rise for another 30 minutes.

Brush the top with the beaten egg.

Bake for 30-35 minutes, or until golden brown.

Let cool in the pan for 10 minutes before transferring to a wire rack to cool completely.