Steam a small bunch of Palak leaves and make a puree. Do not add excess water.
Cut a beetroot into small pieces. Add 1/2 cup water and cook the pieces till they are soft. Keep adding little water if needed. Puree the beetroot.
Divide all ingredients for the dough into 3 parts. 1/5 for beetroot, 1/5 for Palak and the rest 3/5 for the other colors. (or if it's easier, mix all dry ingredients and then divide by 5. Sorry there's a bit of Maths involved :-). Unless you can do it all by guesswork
Take the first portion (1/5) in a mixing bowl, add the beetroot puree and olive oil and knead to get a soft smooth dough. Repeat this step with the second portion (1/5) and the palak puree. So now dough for 2 colors is ready.
Take the rest of the ingredients and knead a soft smooth dough with the help of milk and water. Thereafter, divide this dough into 3 parts. To one add the turmeric powder, to the second add the cocoa powder and to the third add the charcoal powder. Now knead each portion one by one so that the powder gets incorporated in the dough and it takes on the respective color. Add the powders little by little till you get desired color. You may have to add a tsp of water if necessary. Be careful when you handle the charcoal powder. Do this one at the end or else clean the counter completely before you begin with the next portion.
Keep the portions of dough for proofing in separate well oiled bowls and cover with cling wrap. Allow to double in size.
Punch out the gases, knead each portion and roll out into a rectangular shape.
Now layer the rectangles one above the other in whichever order you like. I have kept beetroot as the outermost layer.
Fold tightly into a log form, seal the edges and keep for second proofing in a greased bread tin. Cover with lid / cling wrap. Allow to double in size (dough will reach brim of tin. I have used a 9 * 3.5 inch tin here.)
Preheat oven @ 180 degrees Celsius for 10 minutes. Apply milk wash on the loaf and bake for 40-45 minutes
Remove from the oven and apply a little butter on top. Allow to cool completely on wire rack.
Slice and serve.