Warm your milk to between 105–115°F, then stir in the active dry yeast. Allow this mixture to sit for about 5 minutes until it becomes foamy.

In a large mixing bowl, combine the all-purpose flour, cocoa powder, granulated sugar, and salt. Whisk everything together thoroughly.

Once your yeast mixture is frothy, add it to the bowl with your dry ingredients along with melted butter, the egg, red food coloring, and vanilla extract.

Turn the dough onto a lightly floured surface and knead for about 5 minutes until smooth and elastic.

Transfer your kneaded dough into an oiled bowl, cover with a kitchen towel, and let it rise for 1 hour.

After the dough has risen, punch it down gently. Roll it out into a rectangle on a floured surface, then spread softened butter over the dough.

Place your cinnamon rolls in a greased baking dish and let them rise for another 30 minutes.

Preheat your oven to 350°F. Bake the rolls for about 20–25 minutes until set.

While the rolls are baking, prepare the cream cheese frosting by beating together the cream cheese, powdered sugar, milk, and vanilla extract until smooth.

Once your cinnamon rolls have finished baking, allow them to cool slightly and frost them generously with cream cheese frosting.