In the bowl of a food processor fitted with the metal blade, add the flour, cocoa powder, sugar, salt, and baking soda. Pulse the ingredients a few times to combine thoroughly.
Dollop the butter around the dry ingredients and pulse a few more times until the butter starts to incorporate and large chunks begin to form.
Mix the milk and vanilla together in a small bowl. With the mixer running, pour the milk mixture into the feeding tube in a slow and even stream until the cookie crumb mixture starts to form together and ball up on the sides of the bowl.
Transfer the cookie dough to a work surface and knead it a couple of times to fully incorporate all of the ingredients.
Divide the dough in half and shape each half into a long and narrow log, about 1 ¼ inches to 1 ¾ inches in diameter.
Wrap each log in plastic wrap and refrigerate for at least 2 hours or up to a week.
Position the oven racks to the upper and lower thirds of the oven. Preheat oven to 350° F. Line baking sheets with parchment paper.
Slice the dough logs into approximately ⅛-inch thick slices and lay the dough rounds on the baking sheets about 1 inch apart.
Bake for 10-12 minutes, rotating pans from back to front and top to bottom halfway through the baking time.
Cool the cookies on the baking sheets on wire racks for 5 minutes then transfer the cookies to the racks to cool completely.
