Pour the milk into a small bowl and microwave until lukewarm, but not too hot.
Add in the sugar and yeast. Stir to combine and set aside for 5 minutes, until bubbly.
In a stand mixer bowl fitted with a dough hook, add in the flour, salt, tangzhong, yeast mixture and avocado oil. Knead until the dough is shiny and smooth, about 6-7 minutes.
Have 3 separate bowls ready, slightly oiled.
Divide the dough into 3 equal portions, one for each flavour: plain / hojicha / matcha.
Take one portion of dough for the "plain" and place it into 1 bowl.
For the hojicha dough, add in the hojicha powder along with a few spritzes of water to moisten the tea powder. Use your hands to knead the hojicha into the dough until it is well incorporated. (You will need to add more spritzes of water to achieve the right consistency, as hojicha powder absorbs moisture).
For the matcha dough, add in the matcha powder along with a few sprays of water to moisten. Repeat as with the hojicha dough, by kneading in the matcha until incorporated.
Cover each bowl of dough and leave to proof in a warm area, until almost doubled in size.
Prepare an 8" by 4" loaf tin with parchment paper.
Roll out the plain dough into a 8" by 8" square, being careful not to roll it too thin.
Repeat with the hojicha and matcha dough so that you have 3 doughs of the same size.
With the plain dough on the work surface, spray a light misting of water on the top and layer the hojicha dough on top.
Spray the top of the hojicha dough with another light misting of water and place the matcha dough on it.
Start at the bottom and roll all 3 layers together into a log, like a jelly roll.
Seal the end seam by pinching it closed and place it seam side down into the loaf pan (8" by 4").
Cover with plastic wrap and leave it to proof in a warm location until the dough rises about 1" past the top of the loaf pan.
Towards the end of the proofing time, preheat oven to 350°F/177°C.
Bake at 350°F/177°C for 38-40 minutes, or until it reaches 190°F/88°C on an instant-read thermometer.
Cool completely on a wire rack before slicing.