Preheat the oven to 350°F (175°C). Line a 9x9-inch baking dish with parchment paper.
In a medium bowl, combine the chocolate cake mix, 1/4 cup evaporated milk, and melted butter. Mix until well blended.
Press half the dough evenly into the prepared pan. Bake for 8 minutes.
While the crust bakes, beat together cream cheese, sugar, egg, and remaining 2 tbsp evaporated milk until smooth.
Remove the crust from the oven and immediately spread the cream cheese mixture over it.
Evenly distribute unwrapped Rolos over the top, pressing them slightly into the batter.
Crumble the remaining dough on top of the Rolos.
Return to the oven and bake for an additional 25–28 minutes until the top is set and slightly cracked.
Cool completely before cutting into bars. For cleaner cuts, chill in the refrigerator for at least 1 hour before serving.