In a mixing bowl, combine warm milk, sugar, and yeast. Let it sit for 5 minutes until frothy.

Add the melted butter, egg, cocoa powder, vanilla extract, red food coloring, and flour. Mix until a dough forms.

Knead the dough on a floured surface for about 5 minutes until smooth. Place in a greased bowl, cover, and let rise for 1 hour.

In a small bowl, mix brown sugar, cinnamon, and softened butter until well combined.

Preheat the oven to 350°F (175°C). Roll out the dough on a floured surface into a rectangle.

Spread the filling evenly over the dough, then roll it tightly into a log.

Cut the log into 8 equal pieces and place them in a greased baking dish.

Cover and let rise for another 30 minutes.

Bake in the preheated oven for 25 minutes or until golden brown.

In a bowl, beat together cream cheese, softened butter, powdered sugar, and vanilla extract until smooth.

Spread the cream cheese frosting over the warm cinnamon rolls and serve immediately.