In a small bowl, combine warm milk and active dry yeast. Let sit for 5–10 minutes until frothy.

In a large bowl, whisk all-purpose flour, cocoa powder, brown sugar, and salt. Add activated yeast mixture, egg, and melted butter. Mix on low speed for 3 minutes, then medium for 1 minute.

Transfer dough to a greased bowl, cover, and let it rise for 1½ to 2 hours in a warm place.

Mix brown sugar, cocoa powder, and ground cinnamon in a small bowl for the filling.

Punch down risen dough, roll it out to a 14x10 inch rectangle. Spread softened butter, sprinkle filling mixture, roll tightly, and slice into 9–11 pieces.

Place sliced rolls in a greased dish, cover and let rise for 30–60 minutes.

Preheat oven to 350°F (180°C) and bake rolls for about 20 minutes until golden.

Prepare glaze by whisking powdered sugar and heavy cream until smooth. Drizzle over warm rolls after baking.