Preheat your oven to 350°F (175°C). Line a baking sheet with parchment paper or a silicone baking mat.
In a mixing bowl, whisk together the all-purpose flour, cocoa powder, baking soda, and salt until well combined.
In a separate bowl, cream together the very soft unsalted butter, granulated sugar, and brown sugar until light and fluffy.
Add the egg yolk, milk, and vanilla extract to the butter-sugar mixture. Mix until well incorporated.
Gradually add the dry ingredient mixture to the wet ingredients, stirring until just combined.
Gently fold in the mini M&Ms (or chocolate chips) into the cookie dough.
Drop rounded tablespoons of dough onto the prepared baking sheet, spacing them about 2 inches apart. Bake for 8-10 minutes.
Remove from the oven and let cool on the baking sheet for 5 minutes before transferring to a wire rack.