Add the milk to a small saucepan with the saffron threads and heat over low-medium until just simmering. Whisk in the coconut oil and coconut sugar, then pour into a large heatproof bowl.
Let the milk mixture cool until just warm to the touch, then whisk in the yeast. Leave it for 15 minutes, or until foaming. Stir in 1 cup of flour along with the salt. Add the remaining flour in 1/2 cup increments, stirring between each addition, until it becomes too difficult to mix with a wooden spoon.
Turn the dough out onto a well floured surface and knead, adding more flour as necessary, until a soft, smooth dough forms, around 8-10 minutes.
Oil a large bowl and place the dough into it, turning it a couple of times to coat it in a little oil. Place a large plate over the bowl and set it into a warm place to rise until doubled in size, about an hour.
Line a large baking sheet with parchment paper. Turn the risen dough out onto a lightly floured surface and roll into a large rectangle, about 2cm thickness. Spread with the coconut oil, then top with the coconut sugar, chocolate, and dates in an even layer.
Roll the dough up lengthwise, the cut lengthwise down the centre into two long strips. Leave the top 5cm of dough uncut to create an anchor. With the cut side facing up, twist the two pieces around one another, lifting one and placing it over the other from top to bottom. Give yourself plenty of space for this.
Once your coil is finished, form the wreath. Bring the ends around to each other, then cut your anchor and wrap the two pieces around the other end of the coil and tuck underneath, pressing lightly to stick.
Gently lift your completed wreath onto the prepared baking sheet and cover with a clean tea towel. Adjust to make sure you have the desired shape (now, before it proofs a second time). Place in a warm spot to rise again for 30 minutes.
While the dough is proofing, preheat the oven to 180C / 350F. Once it's finished rising, bake the wreath for about 30 minutes, or until lightly golden. Cool on the baking sheet for another 20 minutes before cooling fully on a rack. Best eaten fresh, but leftovers will keep in a well sealed container on the counter for up to three days.