In my home town, they were in all the bakeries. Now, though, I suspect you would have to get a cinnamon roll and ask the clerk to put chocolate frosting on it.
They may look at you like you're a bit daft, but if you insist, they will do it. They may even want to charge extra for it, but it will be worth it. OR....buy some refrigerated rolls and a tub of chocolate frosting and go for it!
Ooooh! Now that's and idea with merit! Oooh! Ooooh! Ooooh!
I wonder how that would taste with mocha-chocolate syrup on it...