How to Make It
Open buns without completely splitting. Using your fingers, hollow out the top half of each bun, creating a small, long cavity to hold the filling. (Discard removed bread.)
Spoon about 2 tablespoons pudding into each hollowed top bun half; close buns to seal pudding inside; discard remaining pudding. Arrange buns on a wire rack set over a baking sheet.
Melt butter in a small saucepan over medium; whisk in cocoa and milk until smooth. Remove from heat; gradually whisk in powdered sugar until smooth. Spoon mixture evenly over buns, allowing some sauce to drip down sides of buns.