In a small bowl, cream butter and confectioners sugar until light and fluffy. Beat in milk and vanilla. Gradually add cocoa and mix well. Stir in pecans.
Unroll crescent dough and separate into triangles. Spread about 2 rounded teaspoons of filling over each triangle to within ¼ in. of edges. Roll up each from the wide end. Place point side down 2-inches apart on ungreased baking sheets. Curve ends to form crescent shapes.
Bake at 375 for 12-15 minutes or until golden brown. Remove to wire racks; cool slightly. In a small bowl, whisk glaze ingredients until smooth; drizzle over crescents.