In a large mixing bowl, stir butter, salt, sugar, baking powder, flour, milk, and the egg yolk.
The white can be discarded or saved for another recipe.
Stir vigorously with a wooden spoon until dough is elastic.
More flour can be added as needed.Divide the dough into two halves.
Put one dough half in a mixing bowl and add cocoa.
Knead the dough with your hands until the cocoa is thoroughly mixed in and the dough turns a dark color.In the other bowl, add vanilla and work through the dough until mixed, adding more flour if needed to keep the dough elastic.
On two floured surfaces roll each dough ball into 12 X 9” rectangles about 1/ 4 inch thick.
Place the white dough on top of the cocoa dough and press togetherThen roll tightly lengthwise like a jellyroll, 2 inches in diameter.
Set in the refrigerator covered overnight.In the morning, Preheat the oven to 350° F
Slice the dough into 1 /2-inch slices and arrange flat on the sheets and bake until the cookies are firm, about 20 minutes.