Heat milk until warm. Pour into a mixing bowl. Sprinkle yeast on top. Let it rest for 5 minutes. Add sugar, egg, salt, and flour. Use a dough hook attachment and turn it on medium speed. Add butter one tablespoon at a time. Knead. Place in a lightly greased bowl, cover with plastic wrap and place in refrigerator overnight. Roll out dough into a rectangle. Brush 1/2 of the melted butter over the middle 1/3 of the dough. Mix sugar, cinnamon, and cocoa. Sprinkle half of the mixture over the butter. Fold one side of the dough over the middle 1/3. Brush remaining butter over the dough that just covered the middle 1/3. Sprinkle the rest of the filling. Cover with first 1/3 of the dough. Roll it out more. Cut into six strips. Twist each strip completely then wrap around your hand until it forms a knot. Place on a parchment lined baking tray. Repeat with remaining 5 pieces. Brush with beaten egg, egg wash. Sprinkle on pearl sugar. Bake in a 350 degree oven for about 20 minutes or until browned. Cool on a wire rack.