Soak the chopped rye in 4 tablespoons of water until most of the water has been absorbed.
Place ingredients into the bread machine in the order suggested by the manufacturer. Add the soaked rye with the other flour. Set bread machine for the DOUGH cycle and press START.
When the machine indicates the end of the cycle, remove the dough, punch down and let rest for 10 minutes. Divide the dough into two, press out any air bubbles and form into round or long loaves. Place them onto a baking tray and allow the loaves to rise in a warm place until they have doubled in size, about 35 minutes.
Preheat the oven to 180 C / Gas 4. Brush the tops of the loaves with remaining milk. Bake for about 35 to 40 minutes or until the loaf makes a hollow sound when tapped on the bottom.
Wheat gluten powder and chopped rye (also known as cracked rye) can be purchased in speciality shops or online.