Melt the chocolate and cream together in the microwave, stirring every 30 secs. Warm the milk in a large pan.
Whisk the eggs and sugar in a large bowl or jug. Pour in the hot milk, whisking as you do, then add the chocolate mixture and whisk to combine.
Remove the crusts from the bread (these will freeze well for breadcrumbs). Use a sharp serrated knife to cut the loaf into 4 or 5 slices along the length of the loaf (approx. 2cm thick) – this is easiest if you score where you want to cut along the top before slicing.
Spread one side of each slice with the spread of your choice. Roll the slices up, from the shorter ends, then cut each roll in half or three so you have 10-12 roly-polys. Place them cut-side up in a baking dish. Pour over the chocolate custard, making sure each roll is soaked. Cover with cling film and leave for at least 30 mins so the bread can soak up all the custard, or you can put it in the fridge overnight, if you like.
Heat oven to 170C/150C fan/gas 3½. Brush the tops of the bread swirls with the marmalade, then bake for 45 mins until the bread has puffed up and the custard is just set. Brush with marmalade again for a glossy finish, then serve warm with double cream.