Heat the milk to lukewarm (about 95 degrees F). Whisk the yeast into the milk.
Using the scale, measure flours, salt, cocoa powder, honey, molasses, butter and egg into the mixing bowl of a stand mixer. Add the milk mixture.
Using the paddle attachment, mix on low speed for 2 minutes.
Switch to the dough hook. Increase speed and mix on medium low for 4 minutes.
Increase speed and mix on medium for 2 minutes.
Knead the dough for 1 minute on a lightly oiled surface and form it into a ball.
Put the dough in a clean, lightly oiled bowl with enough room for it to double in size. Cover the bowl with plastic wrap and refrigerate for 1 to 4 days.