1: Grease a 12-hole, non-stick, mini muffin pan (2-tablespoon capacity).
2: Beat butter, sugars and vanilla in a small bowl of an electric mixer until fluffy. Beat in egg until combined. Stir in combined sifted flours and cocoa.
3: Roll level tablespoons of dough into balls. Place a ball into each pan hole. Using your thumb, make an indent in the centre of balls. Place a Rolo chocolate in each indent, reserving remaining for another use.
4: Place remaining dough balls over chocolates, pressing to cover and seal edges.
5: Cook in a moderate oven (180C) for about 12 minutes, or until just firm when lightly touched. Remove. Stand in pan for 10 minutes. Loosen edges before turning out.
6: Serve cookie cups warm.