In the pan of a 1-1/2- to 2-pound bread machine, combine bread flour, white whole wheat flour, yeast, milk, egg, the water, sugar, butter, salt, and cinnamon according to the manufacturers directions. Select the dough cycle; complete cycle.
Remove dough from pan to a lightly floured surface; punch down dough. Cover and let rest for 10 minutes. For filling: In a small bowl, stir together chocolate and dried plums; set aside.
Roll dough into a 15x10-inch rectangle. Along a short side of the dough rectangle, sprinkle about 1/2 cup of the chocolate mixture crosswise over a 3-inch-wide section of the dough. (Its very important to measure dough carefully during shaping.) Starting from the opposite side, fold dough over filling, allowing dough to extend beyond chocolate-topped dough. Sprinkle another 1/2 cup of the chocolate mixture on top of the filled layer, pressing filling down lightly. Fold dough back over chocolate mixture, accordion-style. Repeat filling and folding dough, accordion-style, twice more. Fold remaining dough over top, pressing lightly. (Youll have five layers of dough and four layers of chocolate filling.) Gently pat sides of dough to form a rectangle.
Lightly coat a baking sheet with nonstick cooking spray. Place loaf on the prepared baking sheet. Cover and let rise in a warm place until nearly double in size (about 30 minutes).
Preheat oven to 350 degrees F. Using a sharp knife, make a shallow lengthwise cut down the center of the top layer, then make several crosswise cuts at 1-inch intervals. To keep bread layers from slipping while baking, insert wooden skewers (one close to each end of the loaf, inserting each skewer at a slight angle) from top through bottom layer.
Bake about 35 minutes or until bread sounds hollow when lightly tapped. If necessary to prevent overbrowning, cover with foil for the last 10 minutes of baking. Remove from baking sheet; cool on a wire rack. Remove wooden skewers.
In a large bowl, stir together 2 cups of the bread flour and the yeast. In a small saucepan, combine milk, the water, sugar, butter, salt, and cinnamon; heat and stir just until warm (120 degrees F to 130 degrees F) and the butter is almost melted.
Add milk mixture to flour mixture; add egg. Beat with an electric mixer on low to medium speed for 30 seconds, scraping side of bowl constantly. Beat on high speed for 3 minutes. Using a wooden spoon, stir in the white whole wheat flour and as much of the remaining bread flour as you can.
Turn out dough onto a lightly floured surface. Knead in enough of the remaining bread flour to make a moderately soft dough that is smooth and elastic (3 to 5 minutes total). Shape dough into a ball. Place in a lightly greased bowl; turn once to grease surface. Cover and let rise in a warm place until double in size (45 to 60 minutes).