In a small pot over low heat, melt the butter. Add half of the milk and sugar. As soon as it gets too hot to touch, remove from the heat.
Add the rest of the milk, then stir in the yeast. Allow it to sit for 5 minutes for the yeast to activate.
In a big mixing bowl, sift together the flour, cocoa, cinnamon and mixed spice. Add the egg, vanilla and yeast mixture, and knead until smooth and elastic.
Brush a large bowl lightly with vegetable oil, then add the dough. Cover the top of the dough ball with oil as well. Cover the bowl with a tea towel or 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 big ball. Divide the dough ball in 12 even pieces.
Line the base of a casserole dish or large baking tin with baking paper and lightly oil the sides.
Shape each piece of dough into a small ball and sit them side by side in the prepared dish (they should be just touching). Allow rising for another hour or until doubled in size again.
Preheat the oven to 180 Degrees.
Brush the top of the buns with the beaten egg.
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 tops of a line 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