1. Preheat the oven to 350 degrees.
2. In a mixing bowl, cream together butter and sugars on medium speed.
3. Add egg and vanilla extract and mix well.
4. In a separate bowl, mix together flour, cocoa powder, baking soda and salt.
5. Add dry ingredients to the wet ingredients on low speed until they are just incorporated.
6. Press a 1 inch ball of dough into each well of a greased mini donut pan.
7. Bake for 8 minutes, and then allow the donut cookies to cool for 10 minutes before removing. I find the best way to remove them is to turn the pan upside down and give it a firm whack on the countertop.
8. When donut cookies are completely cooled, dip the top of each one into the glaze, and add sprinkles.

Glaze

1. Whisk together the milk and powdered sugar until smooth. Start with 2 tablespoons of milk and gradually add a tiny bit more until desired thickness is achieved.