I've used all sorts of different oil making this bread: olive, avocado, melted coconut. You could also use canola or vegetable oil.
The vital wheat gluten is optional but I highly recommend it if you want a really soft, light, chewy loaf of bread. Another alternative is to use bread flour in place of the white flour (and omit the gluten). Also, if you don't have wheat flour, you can make this with 100% white flour. I haven't tried making this with all whole wheat flour - if you experiment, I'd suggest increasing the kneading time by a few minutes to really develop that gluten and get a soft, light loaf.
The oats in the recipe are more for looks - and they tend to fall off while slicing but I like the look and texture of them so I've kept them along for the ride. You could easily omit them if they're not really you're thing.
This recipe transitions very well to rolls (about 12-14) or any size of loaves.
2 1/2 cups warm water (about 110 degrees)
1 1/2 tablespoons instant yeast
1/3 cup + 1 tablespoon unsulphured molasses
2 tablespoons unsweetened, natural cocoa powder
3 tablespoons oil (see note above)
1/3 cup honey
2 teaspoons salt
3 tablespoons vital wheat gluten (optional - see note)
3 cups white whole wheat flour
3-4 cups all-purpose flour
2-3 tablespoons butter, melted
Old-fashioned oats for sprinkling
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In the bowl of an electric stand mixer fitted with the dough hook (or in a large bowl with a wooden spoon if powering through this by hand), combine the water, yeast, molasses, cocoa powder, oil, honey, salt, gluten (if using), and 2 cups of the whole wheat flour. Mix until combined.
With the mixer running, slowly add the rest of the whole wheat flour. Start adding the white flour gradually until the dough pulls away from the sides of the bowl. Knead for 5-7 minutes (about 10-15 if kneading by hand). The dough should be soft and slightly tacky but shouldn't leave a lot of residue on your fingers if you grab a piece.
Turn the dough into a large, lightly greased bowl, cover with greased plastic wrap or a light towel, and let rise until doubled, 1-2 hours.
Lightly punch down the dough and divide into three equal pieces. Form into tight oval loaves and place on parchment-lined or lightly greased baking sheets (I fit two loaves on one large, rimmed 11X17-inch baking sheet and the third loaf on another baking sheet). Lightly cover with greased plastic wrap or a light towel and let rise until puffy and doubled in size. Optional: right before baking, using a very sharp razor, knife or bread-slashing lame (I use this one from King Arthur Flour), cut three deep slashes in the top of each loaf.
Preheat the oven to 375 degrees F. Bake the loaves for 25 minutes. Remove from the oven and lightly brush with about a tablespoon of butter. Sprinkle with the oats and bake for another 5-7 minutes.