Coat a large bowl with oil or butter and set aside.
Dissolve the yeast and warm water in a large bowl, about 5 minutes. Add the sugar, vanilla, salt, eggs, and butter. Use an electric mixer to blend in 2 cups of the flour and mix on low speed for 3 minutes until smooth and shiny. Stir in the last 1 cup of flour by hand until well incorporated. Transfer to greased bowl, cover with plastic wrap, and refrigerate overnight.
To make the filling, melt chocolate and butter together. Stir in vanilla, brown sugar, cinnamon, and cocoa powder. The filling will thicken some as it cools slightly.
Brush cups of muffin tins liberally with melted butter and set aside.
Remove dough from refrigerator and divide in half. Return half to fridge and transfer other half to a floured piece of parchment paper. Spread or roll it out to an approximate 10 x 14 rectangle. Spread half the filling over top. Beginning with one long side, roll up dough. Cut into 12 pieces and transfer each to a muffin cup. Repeat with other half of dough. Cover muffin pans loosely with greased plastic wrap and let rise in a warm place in your kitchen for 45 minutes. Meanwhile, preheat oven to 375 degrees.
Bake 10 to 12 minutes until golden brown (check after a few minutes; if browning too quickly, reduce heat to 350 degrees). Let rest in pans about 20 minutes, then transfer to a baking rack to cool. Dust with confectioners’ sugar. Serve the same day or freeze.