Warm milk to about 110°F (43°C) and combine with active dry yeast. Let sit for 5-10 minutes until frothy.

Mix flour, cocoa powder, brown sugar, and salt in a stand mixer. Add frothed yeast mixture, egg, and melted butter. Mix until soft and slightly sticky.

Cover bowl and let dough rise in a warm spot until doubled in size, about 1½ to 2 hours.

Mix brown sugar, cocoa powder, cinnamon, and vanilla in a bowl until smooth.

Punch down risen dough, roll out to a thin rectangle about ¼ inch thick. Spread softened butter on surface and sprinkle filling evenly.

Roll dough tightly from one edge to form a log. Slice log into 9-11 equal pieces.

Arrange sliced rolls in a greased baking dish, cover and let rise for 30-60 minutes until puffy.

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

Cool slightly and prepare glaze by whisking powdered sugar, cocoa powder, and heavy cream until smooth.

Drizzle glaze over warm rolls before serving.