• Preheat oven to 300 degrees F. Have ready two or three ungreased baking sheets.
• With an electric mixer or by hand, beat softened butter and sugar until light and fluffy, then beat in the egg yolks, one by one. Beat in the vanilla and salt, scraping the side of the bowl often, then add flour and stir to make a soft dough.
• If the dough is warm or feels too loose to shape, cover and chill for about an hour. Otherwise, shape dough right away.
• Shape dough into about 40-42 1 inch balls and arrange about an 1 ½ inches apart on baking sheets. Use your thumb to make a deep indentation in each ball of dough.
• Bake at a low and slow 300 degrees F for about 22 minutes or until the cookies appear set by not browned. The bakery cookies were very white. Transfer to a wire rack to cool completely.

Filling

• Off the heat, combine sugar, cocoa, and whole milk in a small heavy saucepan and stir until evenly blended. Set over medium heat and bring to a boil. Boil for 1 ½ to 2 minutes (1 ½ minute works for me), stirring constantly. Remove from the heat and add butter and vanilla. Stir with a wooden spoon or heavy duty heat-proof scraper. As you stir, it will thicken to the point where you can spoon it.
• Put a spoonful of the filling in each cookie and allow it to set.