In a large bowl, dissolve yeast in warm water. Add the milk, butter, sugar, salt, egg and 1-1/2 cups flour. Beat on medium speed for 2-3 minutes or until smooth. Stir in enough remaining flour to form a soft dough.
Turn onto a floured surface; knead until smooth and elastic, about 6-8 minutes. Place in a greased bowl, turning once to grease top. Cover and let rise in a warm place until doubled, about 1 hour.
Meanwhile, combine the brown sugar, butter, corn syrup and cocoa in a saucepan. Bring to a boil; cook and stir for 1 minute. Pour into two greased 9-in. round or square baking pans; sprinkle with pecans. Set aside.
Punch dough down. Turn onto a lightly floured surface; divide in half. Roll each portion into a 12-in. x 10-in. rectangle; brush with melted butter. Combine the sugar, cocoa and cinnamon; sprinkle over rectangles to within 1/2 in. of edges.
Roll up, jelly-roll style, starting with a short side; pinch seam to seal. Cut each roll into nine slices; place, cut side down, over syrup and pecans. Cover and let rise until doubled, about 40 minutes.
Bake at 375° for 20-25 minutes or until well browned. Cool for 1 minute before inverting onto serving platters.