Do not malt for your first time, especially if you are going to roast it anyway. I would also advocate not roasting or using grain at all, but I will leave that one up to you.
Keep it simple, learn the process, learn what flavors you like and didn't like and what caused them. Then, you can start moving into advanced techniques with a good knowledge base to use them.
Not sure what you mean by depth, but adding fat free cocoa powder to the fermenter will make the beer taste more like cocoa.
Your recipe looks good to me if you leave out the grain.