Start off by lining your square baking pan with parchment paper. The quickest way to do this is to crisscross two sheets of parchment (each the width of the tray) so that these overhang the edges. This does mean that the bottom will have a double layer, but that can be helpful with sticky cinnamon rolls!
Then prepare your filling, mix together the butter, sugar, cinnamon and cocoa powder until you have a dark spreadable paste.
Remove your dough from the refrigerator and scrape out onto a floured work surface.
Press this into a rectangle and then roll out to be about 12" wide by 15" long.
Using an offset spatula, spread your cocoa cinnamon sugar paste over the surface of the dough, leaving a little space around the edges, then sprinkle with Snickers pieces.Roll the dough up into a log from the bottom to the top.
Using your floss or thin twine, trim about an inch off the ends of the dough log to remove unfilled and uneven dough.
Divide the remaining log into 9 pieces and cut these using the floss. Place the rolls into the lined baking pan and cover with a clean kitchen towel to proof at room temperature for about 2 hours until doubled in size. Tip: the timing of this second proof will depend a bit on the conditions in your kitchen - if it's particularly warm, they may proof more quickly!
When just about finished their proof, preheat the oven to 350°F and make a quick egg wash by beating the reserved egg yolk with a splash of milk.
Brush the tops of your rolls with the egg wash and place in the center of the oven to bake for about 25-30 minutes until risen and lightly golden on top.
Remove from the oven and allow to cool for about 10 minutes while you prepare your frosting and decoration.