Whisk the egg, melted butter and sugar. Add the yogurt and vanilla and mix, set aside.
In another bowl, mix the flour, cocoa, baking soda and salt. Add the dry mixture to the wet mixture and add the milk, mix well.
Place the dough in round molds (cake pop) or mini muffin molds.
Bake at 375F for 15 mins. Let it cool.
Make a hole in each ball (with the handle of a spoon or small knife) and stuff it with about 1 1/2 tbsp of cookie dough in each ball. Enjoy.