Preheat the oven to 350°F (175°C) and line two baking sheets with parchment paper. This helps the cookies bake evenly and prevents sticking.

Whisk together the flour, cocoa powder, baking soda, and salt in a medium bowl until evenly combined.

In a large bowl, beat the softened butter with the brown sugar and granulated sugar until light and fluffy, about 2–3 minutes. Mix in the eggs one at a time, then add the vanilla.

Gradually add the dry ingredients to the wet ingredients. Mix just until no dry flour remains. The dough should be thick and slightly sticky.

Scoop about 2 tablespoons of dough, flatten it slightly, place one Rolo in the center, and wrap the dough completely around the candy. Roll into a smooth ball and place 2 inches apart on the prepared baking sheets.

If the dough feels very soft, chill the shaped cookie balls for 20 minutes. This helps keep the caramel inside while baking.

Bake for 9–10 minutes until the edges are set and the centers still look slightly soft. The tops should have small cracks but not look dry.

Let the cookies cool on the baking sheet for 5 minutes before transferring them to a wire rack. Serve warm for the softest caramel center.