Cream together the butter, sugar, brown sugar and vanilla until light, about 2 minutes.
In a medium bowl, whisk together the flour, cocoa powder, soda and salt. If there are any lumps of cocoa powder, sift the dry ingredients before adding to the butter.
Add the dry ingredients to the butter mixture and mix just to combine. Add the milk and mix just to combine.
Form the dough into two 1 1/2-inch-thick logs. Wrap well in plastic wrap and refrigerate for at least an hour.
To bake: Preheat the oven to 350 degrees F and line 2 baking sheets with parchment.
Slice the log of cookie dough into 1/8-inch-thick coins.
Arrange on the baking sheets with about 1 1/2 inches between the cookies. Bake for 8 minutes and then rotate the trays back to front and switch from top and bottom racks. Bake for another 2 minutes or until they are dry looking and firm. Because the cookies are so dark, you can't go by color on these.