In a medium-large bowl add your room temperature butter, vanilla and ½ cup powdered sugar and beat on medium until smooth and somewhat fluffy.
Add in your cocoa powder and salt and combine to create what looks like a chocolate buttercream.
Add in your milk and flour, and mix by hand until dough comes together. Dough will look slightly dry but shouldn't be crumbly. Keep mixing until it becomes cohesive.
Portion out your dough using a small cookie scoop and roll into about a 1-1½" ball. You should get 12-15 cookie dough balls depending on the size of your scoop.
Flatten a dough ball into a disc shape, and place an unwrapped rolo into the center. Fold up the cookie dough around the candy and re-roll into a cookie ball.
Place cookies on a parchment lined baking sheet.
After all cookie balls have been stuffed, place your baking sheet in the refrigerator to chill while you preheat your oven.
Preheat oven to 350°F. Let your cookies chill for about 15-20 minutes total, making sure they have firmed slightly and your oven has come to the correct temperature.
Bake cookies on the middle rack of your oven for 10 minutes. The cookies should not have spread but may have flattened slightly on the bottoms. They will no longer be shiny when ready.
Remove cookies from oven and carefully transfer to a wire rack to cool.
Let cookies cool for 5 minutes then gently roll/coat them in the additional powdered sugar. The cookies will still be rather warm and the coating will most likely not adhere completely, or melt on parts. This is ok!
After you have coated all the cookies, let them completely cool for 30-60 minutes. When the cookies are cool, roll them in powdered sugar a second time. This will create the snowball look.
Store cookies in an airtight container for up to 5 days. Enjoy!
