In medium mixing bowl, mix together lukewarm milk, brown sugar, and yeast. Let sit for 5 – 10 minutes until the yeast is foamy. If the yeast does not foam, it may be inactive. Try again with new yeast.
Add all purpose flour, salt, vanilla, cinnamon, ginger, all spice, cloves, and egg. Mix until it forms a cohesive dough. If using a stand mixer, fit with a paddle attachment and knead on medium-low speed. Slowly add pieces of softened butter until incorporated. Continue kneading for 15 – 20 minutes until dough passes the window pane test. If you don't have a stand mixer, you can knead by hand.
Shape the dough into a ball and placed into a lightly greased bowl. Cover with plastic wrap and let proof for 60 minutes until doubled in size.
Grease your baking pan. Lightly flour a working surface and turn the dough onto the surface. Knead a few times to remove air bubbles. Divide into 12 equal pieces and shape each piece into a ball. Place the rolls in your baking tin.
Cover with plastic wrap and let rise for another 60 minutes. When you press your index finger into the dough, the indent should come back halfway. If it comes back all the way, the dough needs more time proofing. Towards the end of the rise, preheat oven to 350°F.
Brush the tops of the rolls with milk. Place in middle rack of oven and bake for 20 - 25 minutes until it makes a hollow sound when tapped.
Remove from oven and let cool for 15 - 20 minutes. Melt the chocolate and place in a piping bag or zip top bag with the corner cut off. On each roll, pipe antlers, eyes, and nose. Place a red hot candy on each nose.