Grease the baking dish with vegetable oil.
In a small bowl, mix warm milk (about 110°F or 43°C), active dry yeast, and sugar. Set aside.
In another small bowl, mix warm water and unsweetened cocoa powder. Set aside.
In a large bowl, mix flour, unsalted butter, salt, and yeast mixture until it becomes one ball of dough. If the dough is too wet, keep adding ⅛ cup of flour at a time and mix until the dough holds a ball-shape.
Take out the dough on the floured surface and knead the dough by hand until it’s smooth and elastic (about 10 min)
Evenly split the dough into 2. Set aside one half of the dough in a bowl and cover with saran wrap. Let it rest in a warm environment for 1 hour or until it becomes twice the size.
On the other half of the dough, add a small amount of the unsweetened cocoa powder liquid at a time and knead. Keep kneading until all cocoa powder liquid is evenly combined with the dough. Once combined, put the dough in a bowl and cover it with saran wrap. Let it rest in a warm environment for 1 hour or until it becomes twice the size.
Once risen, punch the plain dough to release the air. Place the dough onto a lightly floured surface. Using a sharp knife, divide the dough into 4 pieces. Then cut about ⅛ portions of the dough from every 4 pieces for ears. Make 4 large balls of dough and 8 small balls of dough for ears. Repeat the same for the chocolate dough.
Line the large balls of dough in a greased baking dish by alternating two colors. Then attach the tiny balls of “ears” to the main dough. *Place the ears on top and grub a small portion of dough from the bottom of the ear with a toothpick, then keep stubbing into the main dough until the ears stick.
Once ears are attached, let it rise in a warm environment for 30 min or until it becomes twice the size.
Preheat the oven to 340°F or 170°C.
Cover the baking dish with aluminum foil. Bake the bread for 10 min. Uncover and bake more for 5-10 min longer depending on the oven (I have a convection oven, and it took a total of 20 min to finish). Let it cool.