In a medium bowl, whisk together flour, cocoa powder, baking soda, and salt until well combined. Set aside.

In a large mixing bowl, cream together softened butter, granulated sugar, and brown sugar until light and fluffy, about 2-3 minutes.

Add egg and vanilla extract to the creamed mixture and beat on medium speed until well combined, about 1 minute.

Gradually add the dry mixture to the wet ingredients, stirring until just combined. Cover and chill in the refrigerator for 30 minutes.

Preheat oven to 350°F (175°C) and line a baking sheet with parchment paper. Scoop about 1 tablespoon of dough, place a Rolo in the center, and roll into a ball.

Roll each ball in granulated sugar, then place on prepared baking sheet about 2 inches apart.

Bake for 8–10 minutes until tops are cracked and edges are set but centers are soft.

Let cookies cool on the baking sheet for about 5 minutes before transferring to a wire rack for complete cooling.