Measure the butter into a bowl and microwave for 60 seconds until fully melted. Set aside and leave to cool for 10 minutes.
Measure the milk into a jug and microwave for 60 seconds. The milk needs to be 40ºC/110ºF to activate the yeast. No thermometer? Test the temperature by dipping your finger into the milk - it should feel like warm bathwater.
Pour the warm milk into a large bowl of an electric mixer. Sprinkle the yeast on top and let it sit for 1 minute.
Add the melted butter, sugar, whole egg and egg yolk. Use a wooden spoon to mix the ingredients together.
In a separate bowl, stir the flour, cocoa powder and salt together. Add these to the other ingredients and work the mixture into a rough dough.
Using a dough hook on your mixer, knead the dough on medium speed for 6-8 minutes. The dough should be smooth, and springy to the touch and the bowl should be clean. If the dough sticks to the bottom of the bowl, sprinkle in a tablespoon of flour. No electric mixer? Just tip the dough into a floured surface and knead by hand for 10 minutes.
Lift the dough out and lightly brush the inside of the bowl with oil. Place the dough back inside and cover with cling film.
Leave the dough to prove for 60-90 minutes in the warmest area of your house. The dough should have doubled in size.
Roll the dough out into a 14x9 inch rectangle.
Rub the softened butter into the dough, leaving a 1cm margin around the edge.
Stir the brown sugar and cinnamon together in a bowl then scatter on top and work it into the butter.
Use a zester to zest the orange over the cinnamon sugar.
Starting from the short edge, tightly roll up the dough. Use your hands to squish the sides together so the roll is compact.
Trim off the very end pieces (they won't have much filling) and then cut the roll into 1.5 inch sections (you should get 10 rolls in total).
Place in the baking tin, cover and leave to prove for another 40-60 minutes until risen and sitting snug in the tin.
Preheat the oven to 180°C fan.
Bake for 18-20 minutes until risen and firm around the edges. Leave the rolls to cool while you make the frosting.
To make the frosting, first chop the milk chocolate into small chunks and place in a bowl. Microwave for 45-60 seconds until melted. Stir until smooth and set aside to cool.
Beat the cream cheese and icing sugar together, then fold in the cooled melted chocolate to make a creamy frosting.
Spoon the frosting on top of the rolls and leave to cool for another 20 minutes.
Finish with Christmas sprinkles for a festive touch, then tuck in and enjoy!
