Preheat the oven to 350 F. In a medium bowl, whisk together flour, cocoa powder, salt, and baking soda. In a large bowl, combine butter and sugar until fluffy.
Add in egg and vanilla extract, and mix until smooth. Add in the flour mixture, and mix until the flour is fully combined.
Roll the cookie dough into balls, and flatten slightly. Place one Oreo cookie on each piece of dough. Roll into balls, and place on a large ungreased baking sheet at least 2-inches apart. Bake for 10-12 minutes.