Cream together the butter and the sugar, then beat in the egg yolk, milk and vanilla. Add the flour mixture. Mix to combine.
Divide dough into two parts, one slightly larger than the other. Leave the larger one to the side (this is the vanilla part). Add the melted chocolate to the other part and stir well till combined. (Melt the chocolate in a microwave or over simmering water in double boiler being very careful not to scorch or burn). Chill both halves of the dough for easier rolling.
Roll out the black and white sections separately, each between two sheets of greaseproof paper. Roll into rectangles 5mm thick. Place the layers on top of each other, with one sheet of greaseproof paper still at the bottom. Using the paper to help you, firmly roll together lengthways, as you would a Swiss roll. Wrap in cling wrap and chill dough for up to one hour.
Preheat oven to 200 degrees C.
Unwrap and slice chilled dough to about 3mm thick rounds. Place rounds on an ungreased baking tray.
Bake for 5 to 7 minutes. Remove and cool on a wire rack.