In a small bowl, place the milk and yeast together, stir a little and then let it sit for 15 min. for the yeast to activate.
In a different big bowl add the flour, sugar and salt and mix.
Add the milk mixture to the flour one. Mix it all using your hands or with a wooden spoon until a dough forms.
Add in the melted butter and knead using your hands until fully indorporated. Place the dough on a clean surface and knead for 20 minutes until soft and elastic (the whole kneading process can also be done using a mixer with a dough hook attached).
Make a ball with the dough, brush it with some vegetable oil and place it on a bowl, then cover the bowl with plastic kitchen wrap or a kitchen towel. Let the dough rest for 1 hr. or until it doubles in size.
Preheat the oven to 375°F (180° C).
Once this time has gone by, divide the dough in two. Roll out both pieces into rectangles of 10 inches (25 cm) long and spread half a cup of nutella on each one. Roll each one separate starting lengthwise to end up with two rolls.
Make a cut on the middle of each roll, also lengthwise (so the inside is now exposed) without cutting through the bottom side, now roll them up together (as if it was a braid, but with only two pieces instead of three).
Place the braid on a baking sheet lined with parchment paper forming a circle, cover with a kitchen towel and let it rest for 40 minutes.
Once this time has passed, bake for 20 to 25 minutes or until it starts turning golden brown. Decorate with some confectioners sugar on top.