Warm milk to between 100°F and 110°F (38°C-43°C). Sprinkle yeast over warm milk and let sit for 5-10 minutes until frothy.

In another bowl, mix flour, cocoa powder, brown sugar, and salt. Add egg, softened butter, and activated yeast mixture, mixing on medium speed for about 3 minutes.

Transfer dough into a greased bowl, cover with a damp cloth, and let it rise until doubled in size, about 1½ to 2 hours.

In a separate bowl, combine brown sugar, cocoa powder, ground cinnamon, and vanilla extract. Mix until well blended for filling.

Once dough has risen, roll onto a floured surface to a rectangle about ¼-inch thick. Spread softened butter over and sprinkle filling mixture.

Roll tightly into a log and slice into 9-11 equal pieces for rolls.

Place rolls in a greased baking dish, cover with cloth, and let rise another 30-60 minutes until puffed.

Preheat oven to 350°F (180°C). Bake for about 20 minutes until lightly golden on top.

Mix powdered sugar, cocoa powder, and heavy cream to prepare the glaze. Drizzle over warm rolls.