Preheat oven to 350 degrees F. Line a baking sheet with parchment paper or a silicone mat. Set aside.
In a medium bowl, whisk together the flour, cocoa, baking soda, and salt. Set aside.
With a mixer, cream butter and sugars together until smooth. Add in eggs and vanilla extract. Mix until blended.
Add the dry ingredients and mix on low until just combined.
Take a spoonful of chocolate cookie dough and wrap around one Rolo candy. Make sure Rolo is completely covered with cookie dough. Roll dough ball in sugar and place on prepared baking sheet. Continue until you runout of cookie dough.
Bake cookies for 8 to 10 minutes or until the cookies are starting to crack. Don’t over bake. Remove from the oven and sprinkle with flaky sea salt. Let the cookies cool on the baking sheet for 5 minutes. Transfer to a wire cooling rack.
Notes
Store the cookies in an airtight container on the counter for up to 3 days. You can also freeze the cookies for up to 3 months.