Preheat oven to 325°F. Mix all seasonings in shallow dish. Coat oxtails with seasoning mixture.
Heat 2 tablespoons of the oil in 5-quart Dutch oven on medium-high heat. Add half of the oxtails; cook on all sides until browned. Remove oxtails. Repeat with remaining 2 tablespoons oil and oxtails. Add carrots to pan; cook and stir on medium heat 3 to 4 minutes or until golden brown. Add pearl onions and garlic; cook and stir 3 to 4 minutes or until lightly browned. Add wine; stir to loosen browned bits in bottom of pan. Stir in beef broth and tomato paste. Bring to boil. Return oxtails to pan. Cover.
Braise in oven 2 1/2 hours or until oxtails are tender. Transfer oxtails and vegetables to serving platter; keep warm.
Stir sugar into pan. Simmer 5 minutes or until sauce is slightly thickened. Remove from heat. Add chocolate; stir until chocolate is melted. Skim fat from liquid. Spoon sauce over oxtails and vegetables.