Add milk, butter egg, sugar and yeast into a mixing bowl and whisk together to combine. Let set 5 minutes or until mixture starts to bubble.

Add 1 cup of flour and salt. Stir together adding 1- 2 cups of flour until dough comes together.

Pour onto a floured surface and knead for 3 to 5 minutes, until dough is smooth and no longer sticky. Add more flour as needed.

Cover and let rest 45 minutes to 1 hour.

Roll dough to about a 10 x 12- inch rectangle.

In a mixing bowl combine peanut butter, cream cheese, butter and powdered sugar until smooth.

Spread over dough evenly.

Roll up from the long side, pinching the seam together.

Cut into 12 slices (about 1 1/2 inches) with a serrated knife. Place on a greased baking sheet about 2 inches apart. Cover and let rise about 1 - 1 1/2 hours.

Preheat oven to 350 degrees. Bake for 12-15 minutes or until rolls are golden brown.

Prepare glaze by mixing cocoa powder and powdered sugar together and whisking in milk 1 tablespoon at a time until desired consistency. Drizzle over baked rolls.

Serve warm or at room temperature. Best if enjoyed within 1 day of baking. Store leftovers, covered in refrigerator.