To a bowl, combine warm milk (milk should be 110-115℉), 1 tbsp sugar, and yeast. Allow to froth for 5 minutes.
In a separate bowl, combine flour, remaining sugar, and salt. Whisk to combine.
Add yeast mixture to your stand mixer or bigger bowl if mixing by hand. Add in egg, vanilla, butter, velvet emulsion, and cocoa powder and whisk to thoroughly combine.
Add in flour to the wet ingredients and mix on low with the dough hook attachment for 7 minutes, 10 minutes if kneading by hand.
Once dough is no longer sticking to your fingers and bouncing back once pressed, form into a ball and place in a greased bowl. Cover with plastic wrap or a towel and allow to proof for 45 minutes in a warm area.
Punch the air out of the dough and roll into a rectangle.
Spread filling all over the dough, leaving space around the edges without the filling.
Cut into 4 even pieces and place into a baking dish. Cover once more and allow to proof for a n additional 30 minutes in a warm area.
Bake at 350℉ for 15-18 minutes. Allow to cool slightly before topping them with cream cheese frosting