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Preheat oven to 350. Grease a baking sheet or line it with parchment paper.
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In a small bowl, mix cocoa powder and vegetable oil until completely mixed and has a "melted" quality.
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WIth a mixer, cream butter until light and fluffy. Add in brown sugar and white sugar. Beat until combined.
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Add in cocoa powder mixture and the egg, and cream together.
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Mix in vanilla extract, salt, and espresso powder.
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In a separate bowl, sift together flour and baking soda. Add into wet ingredients. Stir until just combined.
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Add in chocolate chips and milky way pieces and stir until combined.
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Scoop cookie dough into 2 Tbsp-sized dough balls, and bake for 10-12 minutes.
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Enjoy with a glass of milk!