Set frozen loaf on a parchment lined baking sheet and cover loosely with plastic wrap.
Thaw at room temperature for 2 hours.
On a nonstick surface, roll out thawed loaf until about 18 inches long and 8 inches wide.
Spread an even layer of chocolate hazelnut spread over half of the dough.
Fold the bottom half of the dough over the top of the spread.
Using a sharp knife or pizza cutter, cut strips halfway down the dough.
Take each strip and twist 6-8 times. Repeat with remaining strips.
Starting at the fold, tightly roll up the dough.
Place loaf in a standard loaf pan that has been lightly sprayed with cooking oil.
You want the ends of the twists to be underneath the rolled dough.
In a small bowl, whisk one egg and brush the loaf with it.
Let it rise for 30 minutes.
While it's rising preheat oven to 350 degrees.
Bake for 25-30 minutes until golden brown and cooked in the center.
Cool in the pan for 15 minutes before turning out.
Slice and serve.