Preheat oven to 350°.
Cream together the butter, granulated sugar and brown sugar.
Add the egg and vanilla. Mix until light in color and creamy.
Add in the dry ingredients (flour, cocoa, baking soda and salt), mix into the dough. When the dry ingredients are about halfway mixed in, add the milk to the dough. Mix until completely combined. The dough will be very soft.
Fold in the mini Reese's Pieces.
Scoop or roll the cookie dough out into equal sized balls. Arrange on a parchment paper lined cookie sheet.
Bake at 350° for 7-9 minutes or until the cookies are puffy and no longer glossy on top.
Allow the cookies to cool for 5 minutes on the pan before transferring to a cooling rack.
Stays fresh for a couple of days in an airtight container.