Preheat the oven to 350°F (180°C) or 160°C fan oven, line 3 baking sheets with parchment paper or silicone baking mats and set aside.
In a large bowl, whisk together the flour, cooca powder, baking soda and salt; set aside
In a separate bowl, cream together the butter, brown sugar and granulated sugar until light and fluffy. Beat in the egg and vanilla extract until well combined.
Add the flour mixture to the butter mixture and stir until just combined.
Divide the dough using a medium cookie scoop into 20 equal sized dough balls ( I used the medium OXO cookie scoop, 1.5 tbsp size and each ball was about 24-25 grams). Gently push a rolo into the center of each dough ball. Pinch the sides of the dough ball until you can pinch the dough over the top of the rolo, sealing the rolo inside the cookie dough.
Roll each dough ball in granulated sugar before placing on the prepared baking sheet 2 inches apart.
Bake in the preheated oven for 9 minutes, or until the cookies have spread and are slightly puffed. Allow to cool for 5 minutes then transfer to a wire rack to cool completely.
Notes
Rolling the cookie dough in granulated sugar gives them a sparkly, crispy outer texture that is just delicious. You can also try adding a sprinkle of flaky sea salt to the cookies after they come out of the oven.
Be sure to seal the dough well around the Rolo candies so that they don't melt out of the cookies while they're baking.
Try this recipe with other candies! Mini Snickers or Milky Way bars can also be stuffed inside this chocolate cookie dough. They also work well with mini Reese's Peanut Butter Cups.
Let the cookies cool. Rolo cookies are delicious when they are warm, but be sure to give them some time to cool down after they come out of the oven. Super hot caramel might burn your tongue!
To Store: Keep these cookies in an airtight container at room temperature for up to 3 days, or freeze for up to 3 months.