Combine warm water and yeast in bowl of a stand mixer and let sit for 10 minutes. Add egg, molasses, honey, whole wheat flour, cocoa, brown sugar and salt to yeast mixture. Mix using the paddle attachment until combined.
Change the paddle attachment to the dough hook. Add one cup of all-purpose flour and mix on low until combined. Gradually add another ½ to ¾ cup all-purpose flour until dough starts to ball and leaves the sides of the bowl. Beat on low for 7 minutes, adding additional flour, if needed.
Turn dough out onto a lightly floured surface and knead until tight and smooth, 4 to 5 times. Place the dough in a large lightly oiled bowl, turning once to oil both sides of the dough ball. Cover the dough and allow it to rise until doubled in size, 90 minutes.
Punch down dough and form 10 rolls. Place in a greased 9-inch cast iron skillet and allow to rise again for 1 hour. Preheat oven to 350°F. Brush with melted butter and sprinkle with oats (optional). Bake for 22 minutes or until the internal temperature reaches 190°F.