Cocoa, made as a paste with just a bit of milk first, peanut butter consistency basically, then diluted bit by bit wont make clumps, takes patience, the point is to wet every part of the cocoa "dust" so it doesn't clump, often to make the dense hot chocolate using cocoa powder instead of chocolate pieces you start like that.
Also fat, something like coconut oil for example, will wet everything very easily so no clumps and the milk will dilute it nicely after that, it takes only a bit so the taste left is minimal, its like making a roux and basically you are trying to reconstitute the cocoa liquor that was before they squeezed the cocoa butter out to make the powder.
If you mix powdered sugar to the pwder first and add the liquid after, the sugar will tend to separate the cocoa powder a bit facilitating the wetting, doesnt completely resolve but helps.
Other thing is warming the milk, it will thin it a bit and wet better.
A microwave tends to break up clumps, used that trick a few times with just a bit of milk, it doesnt need to go so long to heat the milk (for bad clumps I use some glass bowls that have the bad habit to "steal" whatever the microwave puts out, they can get warm but the contents stay cold, its a pita for everything else you want to warm up but works well for clumps).
A blender instead is the easiest way to put together some chocolate milk without heat, left there it separates a bit but a shake gets it back in shape, so it can be prepared beforehand, I often keep a liter or so prepared like this in the fridge, a minuscule amount of xanthan gum would help keeping the cocoa suspended in the milk.

jpender wrote:Is that the same thing as a Marocchino or are they different?

no its different

I use chocolate syrup...
+1 with the Ghirardelli chocolate syrup
Currently I am using Trader-Joe's Midnight Moo
For my next bottle, I will go back to Ghiradelli's

I don't use chocolate syrup since reading the label on a couple of them. The greatest single ingredient is not cocoa, it's sugar, sometimes listed in multiple forms. There are also other chemicals including potassium sorbate, salt, and lecithin. Cocoa, on the other hand, both the natural and the Dutch is pure ground cocoa. I prefer the Dutch process, as it is less acidic. By steaming it with a bit of milk, as I originally posted, I have no lumps or residue, not even a spoon to clean up. This allows me to add the amount of sugar that I want, which I'm reasonably sure is less than what comes with the liquid chocolate sauces.

Not the fastest way and usually without shots... I make hot chocolate for kids with cocoa powder and raw sugar. Add both to the pitcher with milk, stir to get most of the clumps out first before steaming and stir afterward if nec. Add a few small marshmallows and dust some cocoa on top to hide any visual defects .

I will make iced mocha's. I use syrup to start with. I put my syrup and any sugar in my frothing pitcher with a little milk and hit it with the steam wand. That will heat the milk, dissolve the sugar and incorporate the chocolate. Then put that into my glass with the espresso and finish filling with cold milk and ice. Same for a hot drink but I use the normal amount of milk and put any additives in the milk then steam.

you could always make your own chocolate syrup using premium Valrhona or other cocoa powder