Place butter in large mixing bowl. Beat with an electric mixer for 20 seconds. Add both sugars, egg and vanilla and mix well until everything is blended well.
In another mixing bowl, sift together the dry ingredients (flour, cocoa and baking soda). Add to the wet ingredients in three additions. Mix until all of the dry ingredients are incorporated.
Cover the bowl and refrigerate the dough for 30 minutes.
Preheat the oven to 375 degrees F.
Line a cookie sheet with a parchment paper or s silicone baking mat. Set aside.
Place the 2 tablespoons of sugar in a small bowl.
Scoop the cookie dough with a standard size ice cream scoop, leveling on the side of the bowl.
Roll the dough in your hands into a ball. Place a Rolo candie top side down into the dough ball, push down and cover with the dough on the sides. Roll again in your hands to make a ball.
Roll in sugar, place on prepared baking sheet.
Repeat with the rest of the dough, placing 6 balls of dough on a sheet at a time.
Bake for 7 to 9 minutes (8 minutes was the magic time for me). Cool on the sheet for 2 minutes, gently transfer onto a cooling rack.