1.Dough: Sift together flour, cocoa powder, and kosher salt. Stir and set aside.
2.Pour water into a large bowl. Sprinkle yeast and 1 teaspoon of the sugar over the water. Let stand for 5 minutes as yeast blooms. Whisk in the rest of the sugar, milk, egg, and egg yolk.
3.Add approximately three-quarters of the flour mixture and mix with a spatula.
4.Add the soft butter 1 tablespoon at a time and continue to mix. Fold in the rest of the flour mixture and stir until the dough comes together. Dump dough out onto a floured surface and knead into a smooth ball (dough will be sticky).
5.Move dough to a lightly greased bowl. Cover with plastic wrap and let rise until doubled in size, about 1 hour.
6.Filling: Beat cream cheese and butter together until fluffy.
7.Transfer dough to a well-floured surface. Roll out into a 14x20-inch rectangle. Spread cream cheese mixture in a thin layer over the dough, reserving approximately a third of the filling. Sprinkle with chopped white chocolate and crushed candy canes. Starting from the bottom, roll dough up into a long log. Cut into 12 equal-size pieces.
8.Line a sheet tray with parchment and coat parchment with nonstick spray. Arrange sweet rolls on parchment. Cover with plastic wrap and let rise for 30 minutes.
9.Preheat oven to 350ºF (325ºF for convection).
10.Bake rolls for 30–35 minutes.
11.Let cool, then spread with reserved filling. Garnish with chopped white chocolate and crushed candy canes.