In a mixing bowl, combine warm milk, sugar, and yeast. Let it sit for about 5 minutes until bubbly.

In another bowl, whisk together flour, cocoa powder, cinnamon, and a pinch of salt. Gradually mix this dry blend into the yeast mixture along with one egg and the softened butter.

Transfer the dough to a floured surface and knead for about 5 minutes until smooth and elastic. Let it rise until doubled in size in a greased bowl covered.

After rising, roll the dough into a rectangle. Spread softened butter, then sprinkle with sugar, cinnamon, and cocoa powder.

Roll the dough tightly from one end to form a log. Slice into equal pieces and place in a greased baking dish.

Let the rolls rise again for about 30 minutes while preheating the oven to 350°F (175°C).

Bake for about 25 minutes until golden brown. Cool slightly before drizzling with cream cheese frosting.