In a stand mixer bowl, combine the milk, yeast, and sugar. Let stand until foamy, about 5 minutes. Add the eggs, yolk, sour cream, flour, and salt. Using the dough hook, mix on low speed until a shaggy dough forms. Gradually add the butter and knead until smooth, soft, and sticky, about 7 minutes; do not add flour. Transfer to a lightly greased bowl, cover, and refrigerate for at least 2 hours or overnight.
To make the filling, microwave the cream and chocolate in 30-second intervals, stirring, until smooth. Stir in the brown sugar and butter, then the cocoa powder. Fold in the chocolate spread. Let stand at room temperature until thick and spreadable.
Heat the oven to 350°F/175°C.
On a floured surface, roll the dough into a thin rectangle. Spread with half the filling, fold in half, roll gently, spread with the remaining filling, fold again, and roll lightly to even thickness. Cut into triangles and roll each from the wide end to form crescents.
Arrange on parchment-lined baking sheets, brush with egg, and bake until deeply golden, 18 to 22 minutes.
Meanwhile, simmer the sugar and water until dissolved. Brush the hot rugelach lightly with syrup and let cool slightly before serving.