From the skew-product decomposition of the planar Brownian motion (see for instance Revuz-Yor), it is known that $\theta_t=\beta_{C_t}$ where $C_t=\int_0^t \frac{ds}{\rho_s^2}$ with $\rho_s=\| B_s \|$ and $(\beta_t)_{t \ge 0}$ is a Brownian motion independent from $(\rho_t)_{t \ge 0}$. Consequently we have
$\mathbb{P}(\tau \le 1)=\mathbb{P}(\sup_{t \in [0,1]} \theta_t \ge 2\pi)=\mathbb{P}( \sup_{t \in [0,1]} \beta_{C_t} \ge 2\pi)=\mathbb{P}( \sup_{t \in [0,C_1]} \beta_{t} \ge 2\pi)$
$=\int_0^{\infty}\mathbb{P}( \sup_{t \in [0,\tau]} \beta_{t} \ge 2\pi)p(\tau)d\tau$
where $p(\tau)$ is the density of $C_1$.
The distribution of $\sup_{t \in [0,\tau]} \beta_{t}$ is known and the distribution of $C_1$ has been studied in great details in
MR0576898 Yor, Marc
Loi de l'indice du lacet brownien, et distribution de Hartman-Watson. (French)
Z. Wahrsch. Verw. Gebiete 53 (1980), no. 1, 71–95.
Putting the pieces together, you will get an integral expression involving the Hartman-Watson distribution.