In a large bowl (preferably using a stand mixer) combine the warm water, yeast, and sugar. Let the mixture sit for 5-10 minutes, or until it bubbles. (If it doesn't bubble, check the expiration date on your yeast and try again!)
In the microwave or in a pan on low heat, combine the butter and molasses together. Heat until butter is completely melted. Remove from heat.
Beat the buttermilk and egg together, and add to the molasses mixture. Stir until well combined.
With mixer on low (I start right out with my dough hook), slowly add the warm mixture to the yeast mixture.
When combined, add the cocoa and bread flour. Beat on medium low for 2 minutes.
Add 2 cups of the whole wheat flour and the salt, beating until the flour is incorporated. Gradually add as much of the remaining flour as needed to create a dough that is still a little sticky, but comes cleanly off the sides of the bowl.
Knead by machine for 5 minutes, or 7 minutes by hand.
Place dough in greased bowl and cover with a cloth. Allow to rise until double, about 1 hour.
Separate dough into 24 equal pieces, approximately 2-1/2 ounces each. Roll each piece into a ball and then roll one end with your fingers to make a cone shape.
With small sharp scissors, beginning at the base of the cone, snip "petals". You don't need to go all the way around...just the top that will show when the pinecone is laying on its side. Make larger snips around the bottom, smaller near the top, staggering the petals like bricks.
HEAT OVEN TO 375 F.
Place 12 on each cookie sheet and allow the cones to rise for 30 minutes.
Bake for approximately 13-15 minutes, or until the rolls are golden brown. Set baking sheets on racks to cool for a few minutes before serving. Brush warm rolls with melted butter if desired.
Recipe by The Rowdy Baker at http://www.therowdybaker.com/?p=4121