In the bowl of a stand mixer, combine yeast, warm water, and 1 tablespoon of the sugar. Let the mixture stand for 5 minutes or until foamy.
Add the milk, butter, eggs, the remaining sugar, salt, and cocoa powder. Stir everything to combine.
Using the dough hook, add 2 and ¼ cups of flour and mix on low speed until the dry ingredients are moistened. Increase the speed and continue to mix until the ingredients are fully incorporated.
With the mixer running, add 2 cups of flour gradually. Keep mixing, occasionally scraping the bottom and sides of the mixer bowl, until the dough starts to gather in the center of the bowl.
If the dough is still too wet and sticky, add the remaining ½ cup of flour and keep mixing until the dough has lost a lot of stickiness.
Lightly grease a clean working surface and your hands with cooking oil. Turn the dough over on the working surface ad knead until it is smooth and elastic.
Place the kneaded dough in a lightly oiled bowl and cover with a plastic film or a clean towel. Let rise for about 1 ½ to 2 hours or until doubled in size.
When the dough has doubled in size, gently deflate and turn out on a work surface. Form into a log and divide into 20 pieces.
Take one portion, roll it into a ball, and then flatten it. Spoon about a tablespoon of Nutella into the center, then fold the edges of the dough around it to cover the filling. Shape it into a smooth ball, then press the ends under to seal.
In a shallow plate, combine breadcrumbs and graham cracker crumbs. Roll the dough in the bread and graham crumbs mixture. Repeat with the remaining dough portions.
Arrange the assembled dough on a parchment-lined baking sheet and cover loosely with a clean kitchen towel. Let rise for another hour or until puffy.
Preheat oven to 350 F.
Bake for about 18 to 20 minutes. The tops should feel firm to touch with a bit of bounce.