Heat the milk in the microwave for about 1 minute until it is warm, but does not burn your finger if inserted into it.
Pour the milk into a mixing bowl, then add the sugar and sprinkle over the yeast. Be sure to do this before the milk cools down. Let this sit for 5-10 minutes until the yeast has developed and looks foamy.
In a separate bowl, mix together the flour, salt and butter. Add this to the wet mixture once the yeast has developed, and begin to knead the dough together.
Turn the dough out onto a floured surface and knead it for about 8 minutes. Sprinkle over more flour if it is too sticky to handle. Shape the dough into a ball, then place in a buttered bowl and cover with plastic wrap. Place it in the sun or a warm area and allow it to double in size.
Turn the dough out onto a floured surface, and punch it to release the air. Tear off a small piece of dough, and knead it together with the cocoa powder. If the dough gets too crumbly, wet your hands with milk and continue kneading. Then knead the plain dough for another 4 minutes. Cover the plain and chocolate dough with a damp dish towel and let them sit for 15 minutes. Divide the dough into 6 pieces and roll them into balls.
Divide each ball of dough in half. Then divide one half into half again. Out of the two smaller halves, divide one of them into 4 smaller pieces. You should be left with 1 large ball (the body), 1 medium ball (the head), and 4 small balls of dough (the nose, ears, arms and legs). Then divide the small balls of dough for the ears, arms and legs into half again. Do this with the other 5 balls of dough.
Working with one bear at a time, flatten the body and head portions into flat pancakes. Then spoon in about 1 ½ tablespoons of filling into the center of each pancake. Wrap the dough around the filling, and pinch the seams closed. Reshape them into balls, and place them seam-side down.
Cover 2 baking sheets with parchment paper, then arrange the bears and attach the nose, ears, arms and legs.
Tear off some pieces of the brown dough, and shape them into the eyes, ears, nose and neckties of the bears. If they aren’t sticking to the head and body, use a toothpick and secure them to the plain dough around the edges.
Cover the bears with a damp dish towel and let them sit for 20 minutes. Then brush them with a beaten egg and bake at 375F (or 190C) for 20 minutes, until the bears and their tummies are golden brown.