In a bowl, mix the flour with all the other ingredients up to and including the yeast. Add the butter, milk and egg. Using the dough hook on a food processor, knead the mixture on a low setting to form a soft, smooth dough.
Divide the dough in half, knead the nut mixture into one half and the chocolate into the other. Cover and leave to rise at room temperature for approx. 1 1/4 hrs. until doubled in size. Divide the half containing nuts into 20 portions, shape into balls. Create the sheep's body by placing the balls next to each other on a baking tray lined with baking paper. Divide the half containing chocolate into 4 portions, shape one portion into an oval for the sheep's head, roll two portions (each approx. 10 cm long) for the legs, divide the fourth portion into three pieces, use two for the ears and one for the tail, arrange them around the sheep's body.
Leave the sheep to rise for a further 15 mins.
Using a knife, make a small incision for the eye and insert a hazelnut. Repeat the process for the mouth and insert an almond. Brush the sheep with egg, sprinkle sugar over the body.
Approx. 25 mins. in the lower half of an oven preheated to 200°C. Remove from the oven, leave to cool on a cooling rack.