Combine flour, cocoa powder, sugar, and yeast in a bowl.
Add milk and egg to make a dough.
Add butter and knead again until the dough becomes smooth.
Cover the dough with plastic wrap and let it rise for about 1 hour.
Shape the dough into balls and place them on a baking pan.
Bake in a preheated oven at 180°C for 20 minutes.