Warm your milk to around 110°F, then add in the yeast along with a teaspoon of granulated sugar. Allow this mixture to sit for about 5 minutes until it becomes frothy.
In a large mixing bowl, combine your all-purpose flour, sugar, salt, cocoa powder, and red food coloring. Pour in the activated yeast mixture, softened butter, egg, and buttermilk. Stir until a soft dough forms.
Turn your dough out onto a lightly floured surface and knead for about 7-8 minutes until it transforms into a smooth and elastic ball.
Place your dough in a greased bowl and cover it with a clean towel. Let the dough rise for about an hour or until it has doubled in size.
In a small bowl, mix together brown sugar, granulated sugar, cocoa powder, and ground cinnamon for the filling.
Once your dough has risen, gently punch it down and roll it out into a rectangle approximately 12×16 inches. Spread softened butter across the surface and sprinkle the cinnamon sugar mixture.
Starting from one of the long sides, roll the dough tightly into a log shape. Slice it into 12 equal pieces.