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In a small saucepan over low heat, melt the butter and half the milk together. Add the remaining cold milk to cool it down a bit and set aside.
In the bowl of a stand mixer using the dough hook attachment, add the flour, cocoa, yeast, sugar, cinnamon and all spice and give it a mix together (no standmixer? see note 4).
Pour in the warm milk mixture (make sure it's just warm and not hot) and vanilla. Give a slight mix until starting to clump together then add the egg.
Beat on low for around 7 minutes until smooth and elastic.
Use a dough scraper to pull the dough together and lift it out of the bowl. Spray with olive oil spray, then place it back in the bowl. Spray the top of the dough lightly with oil too. Cover with plastic wrap and allow to rise for about 1 hour or until doubled in size.
Once the dough has risen, turn it out onto a lightly floured board. Gently knead in the chocolate chips until evenly distributed. Don’t knead for too long.
Shape into a ball of dough. Cut the ball in 6 even pieces, then cut each of those pieces in half.
Line the base of a casserole dish or large baking tin (at least 9x13 inch) with baking paper.
Shape each piece of dough into a small ball and sit them side by side in the prepared tray (they should be just touching). Allow to rise for another hour or until doubled in size again, loosely covered with a tea towel or plastic wrap.
Preheat the oven to 200C / 400F / 180C fan forced
Beat together the egg yolk and water, then brush over the tops of the buns.
Mix together the cocoa, flour and water and transfer to a piping bag. Pipe crosses over the top of the buns (you can do this by piping 1 long line across the middle of each row of buns, then repeat until they all have a cross).
Bake for 20-25 minutes until shiny and crisp on top.
Serve warm, with butter