Preheat the oven to 350 F. In a medium bowl, whisk together flour, cocoa powder, salt, and baking soda. In another large bowl, combine butter and sugar until fluffy.
Add in the egg and vanilla extract, and mix until smooth. Add in the flour mixture, and mix until the dough is fully combined.
Roll the cookie dough into balls, and place them onto a large ungreased baking sheet at least 2-inches apart. Bake for 10-12 minutes. Remove from the oven, and top each cookie with a unwrapped Rolo.