Measure out your ingredients before you begin. This will make the process smoother and ensure you don't miss anything.In a medium non-stick saucepan, combine the butter, sweetened condensed milk, and cocoa powder. It's important to use a non-stick pan to prevent the mixture from sticking and burning. Place the saucepan over low heat. Stir the mixture continuously with a wooden spoon or spatula. This constant stirring prevents the mixture from sticking to the bottom of the pan and burning. Cook until the mixture thickens and starts to pull away from the sides of the pan, which should take about 10-15 minutes. You can tell it's ready when you drop a bit of the mixture into a room temperature glass of water and it holds it's shape, but squishes down with a little give when pressed against the bottom.
Once the mixture is thickened, remove the pan from the heat. Pour the mixture into a greased dish and let it cool to room temperature. This step is crucial for getting the right consistency for rolling your brigadeiros later.
Grease your hands with a bit of butter to prevent sticking. Once the mixture is cool, use a teaspoon to scoop out a portion, then roll it between your palms to form a small ball.
Roll the brigadeiro balls in chocolate sprinkles until they're fully coated. This not only adds texture but also makes them look as good as they taste. As you finish rolling each one, place the finished brigadeiros in mini cupcake liners and chill them in the refrigerator for about 30 minutes to set. This step helps them hold their shape better.