Take butter, sugar, and vanilla extract in a bowl and cream them together using an electric beater for 4–5 minutes, until the mixture turns light and fluffy. Add the plain flour and salt, and mix well. The mixture should resemble wet sand. Slowly add milk, one tablespoon at a time, and gently knead to form a soft dough.

Divide the dough into two equal portions. Add cocoa powder to one portion and knead well until evenly incorporated. If the mixture is dry, you can add very little milk to form the dough. Wrap both doughs in plastic wrap and refrigerate for 30 minutes, or until firm.

Once chilled, remove the dough from the fridge and cut each flavours into two equal parts. Roll each portions into rectangles of the same size. Take one vanilla rectangle and lightly brush the surface with water. Place a chocolate rectangle on top, brush again with water, then place another vanilla rectangle over it. Brush once more and finish by placing the final chocolate rectangle on top.

Wrap the layered dough tightly in plastic wrap and refrigerate until firm around 30 minutes. Remove from the fridge, trim the edges neatly, and cut into four equal strips. Brush one strip with water, place another strip on top, making sure the colours alternate. Repeat with the remaining strips.

Wrap the stacked dough again and chill for another 30 minutes. Preheat oven to 170 degree C during the last 10 minutes of chilling.

Take cookie dough from fridge. Once firm, cut into 1 inch width square cookies. Arrange them on a baking tray lined with parchment paper. Any leftover cutouts can be rolled together to create marble shaped cookies.

Bake in a preheated oven at 170 degree C (340 degree F) for 15–17 minutes. Remove from the oven and allow the cookies to cool completely. Store in an airtight container.