Combine all ingredients in bowl of stand mixer with dough hook attached. Knead dough on low until smooth. Dough will still be slightly sticky, sticking to the bottom but not the sides of the bowl.
Place dough into a lightly greased bowl, cover and allow to rise for about 1-2 hours or when dough has doubled in size.
Line a baking sheet with parchment paper. Set Aside.
Remove dough from bowl and use a knife or bench cutter to cut into 8-12 equal size pieces. Weighing will help you get equal size buns, but is not necessary if you don't mind the buns not being exactly uniform in size.
Shape each piece of dough into a ball. Gently flatten the dough in your hand and then fold the sides into the center, pinching them together. Place the seam side down onto your workspace and gently cup hand over dough. Move your hand in a circular motion until dough has formed a ball.
Place all dough balls onto baking sheet and cover. Let rise for about 30 minutes to1 hour until they have puffed up.
Preheat oven to 350°F. Whisk together egg and milk.
When buns have risen, brush with egg wash before placing in oven.
Bake for about 16 minutes on center rack. Because the buns are chocolate the browning level will be difficult to see. If you tap on the bottom of the buns they should sound hollow.
Place baked buns on a wire cooling rack to cool.
While buns are cooling, pour cream, cocoa powder, powdered sugar and pinch of salt into bowl and whisk until medium-stiff peaks form. Chill whipped cream.
After buns have come to room temperature, slice down the middle but not all the way through the bun. You want to be able to open them to fill but not split apart (sort of like a hot dog bun).
Fill the buns with whipped cream. I find using a piping bag easiest but it is not necessary. After it is filled, run a knife or offset spatula over the top of the bun to smooth out the whipped cream, leaving it flush with the surface of the bread.
Sprinkle the tops lightly with powdered sugar. Enjoy!