Prepare two muffin trays by spraying each muffin cavity liberally with cooking spray or greasing with butter. Set aside.
In the bowl of a freestanding electric mixer fitted with a paddle attachment, combine 2 cups all-purpose flour, 3 tablespoons granulated sugar, 1/2 ounce (2 envelopes) Fleischmann's RapidRise Highly Active Yeast and 2 teaspoons kosher salt. Set aside.
Whisk together 1 1/2 cups water, 1/2 cup milk, and 2 tablespoons melted unsalted butter in a small, heavy bottomed saucepan. Place over medium heat and heat until very warm, between 120 (F) to 130 (F). Remove immediately from heat and pour into the mixture of dry ingredients (from the 1st step). Stir into flour mixture until the wet ingredients have been fully incorporated, before turning up the mixer to medium speed and beating for 2 minutes.
After 2 minutes, stop the mixer, scrape down the sides of the bowl and sprinkle 1 cup of flour over the mixture before turning the mixer back on and beating again at medium-high speed for 2 minutes.
After 2 minutes, stop the mixer and scrape down the sides of the bowl and the paddle attachment. Replace the paddle attachment with the dough hook (alternatively, you can also knead the dough on a lightly floured surface), before turning the mixer back on to its lowest speed and adding enough flour to make a soft dough (I used an additional 2 1/2 cups, for a total of 5 1/2 cups in the recipe). Continue kneading on low speed until the dough is smooth and elastic and pulls away from the sides of the bowl, about 8 to 10 minutes. Cover with plastic wrap and let rest for 10 minutes.
While the dough is resting, make the Mexican chocolate filling. In a medium bowl, whisk together 1/3 cup granulated sugar, 1 1/2 tablespoons unsweetened cocoa powder, 2 teaspoons ground cinnamon, 1/2 teaspoon ground chipotle pepper, 1/8 teaspoon ground cayenne pepper and 1/8 teaspoon ground clove. Set aside.
Once the dough has rested for 10 minutes, turn it out onto a lightly floured counter and use a bench scraper or a serrated knife to divide the dough in half. Use a rolling pin to roll each half into a 12 by 7 inch rectangle. Sprinkle the Mexican Chocolate filling evenly over each rectangle. Beginning at the short end of each rectangle, roll the dough up tightly as if rolling a jelly roll or a towel. Pinch the edges of each dough log to seal. Use a serrated knife to cut each log into 12 pieces, each about 1 1/2 inches to 2 inches long. Place each piece, cut side down, in its own cavity in the muffin tin. Cover with plastic wrap and let rise in a warm, draft free place until doubled in size, about 45 minutes.
Before baking, brush the top of each roll with the gently whisked egg. Bake in a preheated oven at 400 (F) for 20 to 25 minutes, or until the edges of each bun are golden in color. Let cool on a wire rack, before sprinkling with sugar and cinnamon and serving.