Combine flour, cocoa powder, sugar, yeast, and salt in a bowl and mix together.
Add milk, egg, and butter, then knead into a dough.
Let the dough rise for the first fermentation.
Punch down the dough and divide it into desired portions.
Shape the dough and let rise for the second fermentation.
Bake in a preheated oven at 180°C for 15 minutes.
Let it cool before serving.