Preheat the oven to 180°/375°F/Gas 5. Line a baking tray with parchment paper.
Put the butter and both sugars into a large mixing bowl and beat well until fluffy and light.
Add the beaten egg and vanilla extract and mix well.
Sieve the cocoa, flour and baking powder into the cake mixture and mix well to form a good thick dough. Shape the dough into a sausage shape and cut into 12 pieces.
To make the cookies, using floured hands, take a piece of cookie dough, placing a Rolo on top of the dough and shape the dough around the single Rolo. (If the dough is too sticky to handle, pop it in the freezer for 5 minutes). Ensure that the Rolo is completely covered in the circle of dough.
Place ball shaped cookies about 6cm apart on the baking tray.
Bake for 8-10 minutes until set and slightly cracked.
Cool for 2 minutes in the tin and then transfer to greaseproof paper on the countertop – do NOT transfer them to a wire tray or the Rolo centre will fall through.
Once cooled store in an airtight container.