Gently warm the milk and butter together so that the butter dissolves, but don't warm any more than that - it should just be lukewarm. Set aside. (If you choose to use active dry yeast, sprinkle it on the milk and leave for around 5 minutes to bloom).
Place all of the dry ingredients in a medium-large bowl - the flour, sugar, yeast, cocoa powder, salt, cinnamon, allspice and nutmeg. Mix them together with a whisk or spoon so everything is well distributed.
Gently whisk the egg in a small bowl and remove 15ml (1 tablespoon) and set aside in a small dish for later. Add the milk-butter mixture and the rest of the egg (ie all apart from the small amount you removed) to the flour mixture and mix in well. Bring the mixture together into a ball. It will be relatively soft but shouldn't be overly sticky. If it feels dry, add a small splash more milk.
Transfer the dough to a clean surface, lightly dusted with flour, and knead the dough for a few minutes until it feels smooth. If it's too sticky, add a little flour, but try not to add too much so it stays soft. Stretch open out the dough and add the chocolate chips, then fold over and knead to mix the chocolate through. Don't worry that the chocolate may fall out here and there, just keep pressing it back in. Once it seems fairly well distributed, bring the dough into a ball, place in a clean, lightly oiled bowl, cover and leave to double in size, roughly one hour.
As the dough is nearing being double, lightly oil a baking dish around 10in x 7in (25cm x 18cm). Uncover and gently knock back the dough then divide it into 8 equal pieces. Form each piece into a rounded ball and place them next to each other in the baking dish with slight gaps between them. Cover and leave to rise again, around 30 - 40 minutes - they won't necessarily double but should look puffed up.
Near the end of the second rise, preheat the oven to 400F/200C. Mix together the flour, cocoa powder and water for the crosses into a paste. Place this in a piping bag and pipe crosses over the top of the buns - you can do this as long lines, just make sure you allow it to go up and down the mounds. You almost definitely won't need all of the paste, but it works best to have a little more to make it easier to pipe.
Brush the tops of the buns with the reserved egg from before (if it feels too thick or not enough, you can thin with up to a tablespoon of milk). Then, bake for approximately 20 minutes until the tops of the buns are golden brown and slightly crisp. Allow to cool a few minutes before enjoying warm, or allow to cool completely.