Brush a baking tray with melted butter. Combine the flour, sultanas, milk chocolate pieces, sugar, yeast, and cinnamon in a large bowl. Stir in the salt.
Make a well in the centre. Add the milk, butter and egg. Use a wooden spoon to stir until just combined. Use your hands to bring the dough together in the bowl.
Turn onto a well-floured surface. Knead for 10-15 minutes or until smooth and elastic. Brush a large bowl with melted butter. Place dough in the bowl. Turn to coat. Cover with plastic wrap or a damp tea towel. Place in a warm, draught-free place to prove for 1 1/2 hours or until dough doubles in size.
Preheat oven to 200°C. Punch down the centre of the dough with your fist. Turn onto a lightly floured surface. Knead for 2-3 minutes or until dough is smooth and elastic and has returned to its original size. Divide into 12 equal portions. Shape into balls and place a 10g piece of the dark chocolate into the centre of each ball and shape dough around the chocolate to enclose. Place, side-by-side, on the prepared tray. Place in a warm, draught-free place for 30 minutes or until dough has risen 1-2cm.
To make the cross paste, combine the flour, cocoa and water in a bowl until a smooth paste forms. Transfer to a piping bag fitted with a 2mm plain nozzle. Pipe in a continuous line along the centre of each row of buns. Repeat in the opposite direction to make crosses. Bake for 20 minutes or until golden and the buns sound hollow when tapped on the base.
Meanwhile, to make the glaze, place sugar and water in a saucepan over medium heat. Cook, stirring, for 3 minutes or until sugar dissolves and mixture thickens slightly.
Brush the tops of the buns with the glaze. Serve hot with butter.