Mix flour, cocoa powder, sugar, yeast, and salt in a bowl.
Add warm milk and egg, then knead the dough.
Add butter and knead until smooth.
Let the dough rise for about 1 hour.
Divide the dough and shape into balls.
Place on a baking sheet and let rise again for 30 minutes.
Bake in a preheated oven at 180°C for 18-20 minutes.