In the same Thermomix, warm milk, sugar, and fresh yeast at 37 degrees, speed 2 for 2 minutes.
Add flour, baking cocoa, egg, and sunflower oil. Knead the dough at speed 4 for 4 minutes until well combined.
Transfer the dough to a large bowl, cover, and let it rise for 90 minutes.
Roll out the dough on a floured surface to a 30x30 cm square.
Spread the cooled coconut pudding evenly over the dough.
Roll up the dough and cut into 6 snails, each 5 cm wide.
Place the snails in a rectangular springform pan lined with baking paper. Butter the edges beforehand.
Let the snails rest for 30 minutes while preheating the oven to 180 degrees Celsius (fan-assisted).
Bake the snails on the second rack from the bottom for 30 minutes, then allow them to cool.