Try this German Pumpernickel Bread recipe.
Bakers frequently err by omitting rye flour entirely when attempting pumpernickel, substituting standard white flour at a one-to-one ratio which destroys the characteristic dense crumb. Real pumpernickel relies heavily on rye, but rye flour lacks strong gluten proteins. Mixing three cups of rye flour with three cups of all-purpose flour provides enough structural integrity while maintaining the heavy, moist texture required for this style. When heating the liquid ingredients in a two-quart saucepan, maintain a strict temperature range of 120 to 130 degrees Fahrenheit. Liquids exceeding 130 degrees will kill the active dry yeast, halting fermentation entirely before the dough even begins. Incorporating unsweetened cocoa powder and dark molasses provides the dark mahogany color and subtle bitterness traditionally achieved through long commercial souring processes. Beat the initial batter on high speed for two full minutes to develop what little gluten the rye possesses. Knead the resulting soft dough on a lightly floured surface for precisely five minutes until it feels smooth and elastic. Let the shaped loaves rise in a warm environment until they nearly double in volume, requiring roughly 45 to 60 minutes. Slash the tops diagonally three times across each loaf before baking at 375 degrees Fahrenheit for 20 minutes. Covering the loaves loosely with aluminum foil for the final 15 minutes prevents the dark crust from burning before the interior finishes baking. Tapping the bottom of a finished loaf should produce a hollow sound indicating proper doneness. Brushing the hot crust with shortening immediately upon removal from the baking sheet softens the exterior as the bread cools on wire racks.