Combine the flour, cocoa, sugar, salt, and baking soda in the bowl of food processor and pulse several times to mix thoroughly.
Cut the butter into about 12 chunks and add them to the bowl. Pulse several times.
Combine the milk and vanilla in a small cup. With the processor running, add the milk mixture and continue to process until the mixture clumps around the blade or the sides of the bowl.
Transfer the dough to a large bowl or a cutting board and knead a few times to make sure it is evenly blended.
Form the dough into a log about 14 inches long and 1 ¾ inches in diameter. Wrap the log in wax paper or foil and refrigerate until firm, at least one hour.
Position the racks in the upper and lower thirds of the oven and preheat the oven to 350°F. Line the baking sheets with parchment paper.
Cut the log of dough into slices a scant ¼-inch thick and place them one inch apart on the lined sheets.
Bake, rotating the baking sheet from top to bottom and back to front about halfway through baking, for a total of 12 to 15 minutes.
Cool the cookies on the baking sheets on racks, or slide the parchment onto racks to cool completely.
Whip cream with a spoonful or two of powdered sugar and a dash of a flavoring of your choice, until the whipped cream holds firm peaks.
Spread about two teaspoons whipped cream between each cookie, to the edges, and stack them until you reach the height you’d like.
Set them in the fridge at least overnight or up to a day.
