Combine water, honey, and yeast. Allow this mixture to sit for 5 minutes until bubbly to ensure that the yeast is active.
Combine the rest of the dough ingredients and mix with a wooden spoon until well combined. The dough will be sticky.
Turn dough onto a lightly floured surface and knead for a few minutes until dough is smooth. Place in a lightly oiled bowl and allow to rise for 1-2 hours or until doubled in size.
For the filling: Melt butter, chocolate and zest in the microwave for 30 second intervals until melted. Stir in coconut sugar and cocoa powder until smooth.
Punch down dough to redistribute the yeast and split into two even dough balls. Using a lightly floured rolling pin, roll 1 dough ball into a 10×14-inch rectangle.
Spread filling evenly over the dough leaving a ½-inch border all the way around. From the short end of the dough, roll gently but firmly into a tight coil. Repeat with other half.
Cut each rolled dough ball in half lengthwise and lay them next to each other (cut side up). For 1 loaf, take two halves and twist them around one another. Repeat with other two halves. Place each rolled dough into a parchment lined loaf pan. Cover and let rise for 1 hour.
Bake in a preheated 375ºF degree oven for 25-30 minutes or until golden and cooked all the way through.
Allow loaves to cool completely before removing from pans.