Preheat oven to 375 degrees. Line a cookie sheet with parchment paper.

Whisk together flour, cocoa powder, and baking soda in a bowl. Set aside. Using an electric mixer, beat both sugars and butter in a large bowl until smooth and creamy. Add vanilla and eggs, beating well. Slowly add the flour mixture, adding one tablespoon at a time, stirring well into the sugar mixture and egg mixture. Place the cookie dough in your refrigerator for about 15 minutes.

Next, using a small ice cream scoop, make the cookie dough into small balls. Then place a Rolo candy in the center of the cookie dough ball.

If your dough gets too sticky, return it to your refrigerator to harden up slightly.

Place each cookie ball on the lined cookie sheet, about 2 inches apart.

Bake at 375 for 7–10 minutes, or until the baked cookie is slightly cracked. Allow the cookies to cool on the cookie sheet for about 2 minutes. Then transfer the cookies to a wire rack to cool completely.