Nutella Swirl Bread

Hello -

This weekend was my first attempt at a "swirl" bread - I followed the brioche recipe from Artisan bread in 5 minutes a day and filled it with nutella - it was pretty delicious and the fact that the "layers" separated had no affect on it being consumed rather quickly. However, I would like to know what I did wrong and what I can do to not have the layers separate and create huge pockets (see photo). Dough rolled out too thin? Any help will be appreciated.

Thanks!