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 with granulated sugar and brown sugar until fluffy.
Add in egg and vanilla extract, mix until smooth. Add in the flour mixture, and mix until it is fully combined.
Add in the red food coloring, and mix until it is fully red. Roll the cookie dough into balls, wrap the dough around an Oreo cookie, and place onto a large ungreased baking sheet. Bake for 10-12 minutes.