- To a stand mixer with the paddle attachment, add butter and sugar. Mix on medium speed for about 2 minutes.  
- Reduce the mixer speed to low and add in egg, milk, and vanilla. Mix for about 30 seconds to incorporate. Then, turn the mixer to medium-high and blend until light and fluffy. 
- In a separate bowl, sift cocoa, flour, baking soda, and salt. With the mixer on low, add the flour mixture to the sugar mixture and beat until just combined. 
- Remove the mixer bowl from the stand. Cover and refrigerate the dough for about an hour. 
- When ready, preheat the oven to 375°F and line 2 large baking sheets with parchment paper. Set aside. 
- Using a 2-tablespoon scoop, place dough on the lined baking sheet. Roll each scoop of dough into about a 1-inch ball. 
- Pour remaining sugar onto small plate or bowl. 
- Roll each dough ball in the sugar and place it on the lined baking sheets about 2 inches apart. 
- Bake for 10 minutes, or until set. 
- Remove the cookies from the oven and let them cool for about 10 minutes before adding the filling. While the cookies are cooling, make the filling.