Place your medium saucepan on the stove over medium heat and add the butter and sugar. Stir constantly as they melt together, creating a fragrant, bubbling mixture that turns shiny and smooth within 2-3 minutes.
Sift the cocoa powder directly into the saucepan and stir vigorously until fully incorporated, resulting in a glossy, dark mixture that smells rich and chocolatey.
Pour in the milk and bring the mixture to a gentle boil, stirring constantly to prevent sticking. Let it bubble for about 1 minute until it thickens slightly and has a smooth, shiny appearance.
Remove the saucepan from the heat and stir in the vanilla extract, mixing until fragrant. Then add the rolled oats, folding them in thoroughly until they are evenly coated and the mixture is thick and sticky.
Using a spoon, drop spoonfuls of the mixture onto a parchment-lined baking sheet. Gently flatten each cookie with the back of the spoon to shape them and encourage even setting.
Let the cookies rest at room temperature for about 30 minutes, or until they firm up and develop a chewy, fudgy texture. For quicker setting, refrigerate them for 15-20 minutes.
Once set, peel the cookies away from the parchment paper and enjoy their rich, chocolatey flavor with a chewy, glossy finish. Store any leftovers in an airtight container at room temperature for up to 3 days.