In a large bowl, combine flour, sugar, salt, and yeast.
In a separate bowl, combine warm milk and melted butter.
Create a well in the center of your flour mixture and pour in the milk mixture along with one egg.
Knead until you have a ball that no longer sticks to the sides of the bowl.
Place your dough in a well-greased bowl and lightly cover it with plastic wrap. Allow it to rest until it doubles in size—about 30 minutes.
On a lightly floured surface, roll out into a rectangle measuring approximately 16x9 inches.
Spread softened butter over the rolled-out dough and sprinkle generously with hot cocoa powder.
Tightly roll the dough starting from one long side and pinch together edges to seal.
Slice evenly into either nine large or twelve medium-sized rolls.
Place your cut rolls into a lightly greased pan and cover them with plastic wrap while preheating your oven.
Preheat your oven to 375 degrees Fahrenheit.
Bake for about 15–18 minutes or until centers are lightly golden brown.
Allow them to cool slightly while you whip up the frosting.
Heat vegan marshmallows in a microwave-safe bowl for about thirty seconds and stir until smooth.
Beat in softened butter and cream cheese until smooth before adding powdered sugar and blending until creamy.
Spread the frosting over cooled rolls generously.