1. In a large bowl, combine flour, cocoa powder, sugar, yeast, and salt.
2. Stir in warm milk, melted butter, and egg until a dough forms. Knead on a floured surface for about 5 minutes until smooth.
3. Place the dough in a greased bowl, cover with a kitchen towel, and let it rise in a warm place for about 1 hour or until doubled in size.
4. Preheat your oven to 350°F (175°C).
5. Roll out the dough on a floured surface into a rectangle (about 12×18 inches). Spread softened butter over the dough.
6. In a small bowl, mix together brown sugar, cinnamon, and cocoa powder. Sprinkle this mixture evenly over the buttered dough.
7. Roll up the dough tightly starting from one long side and cut into 12 equal pieces.
8. Place rolls in a greased baking dish and let them rise for another 30 minutes.
9. Bake for 25-30 minutes or until golden brown.
10. While the rolls are baking, make the glaze by whisking together powdered sugar, cocoa powder, and milk until smooth.
11. Drizzle the glaze over warm cinnamon rolls before serving.