1. Knead together first five ingredients. Set aside half of the dough. Mix cocoa into second half of dough.
2. Divide dark dough into five equal parts and roll out each part into a 12-inch rope. Then, divide light dough into five equal parts. Roll four parts into 12-inch ropes, then set the last part aside.
3. Brush all ropes with egg whites.
4. Arrange three ropes side by side, starting with chocolate and alternating colors. Top with three more ropes, alternating colors, beginning with light rope. Top with three remaining ropes starting with dark rope. Press ropes together gently to form one long log.
5. Roll out reserved light dough into a 12- by seven-inch rectangle. Brush dough with egg white. Wrap log with light strip of dough, pressing gently. Cover and refrigerate for two hours.
6. Cut roll into 1/4-inch thick slices. Place on cookie sheets. Bake at 375 degrees Fahrenheit for 15 minutes (until lightly brown).
With a rolling pin, roll out light dough. Roll out brown dough on wax paper and invert over light dough. Roll up, jelly roll fashion. Refrigerate for one hour. Slice and bake at 375 degrees Fahrenheit for 20 minutes or until slightly brown.