Add the flour, cocoa powder, baking soda, and salt to a medium bowl.
Whisk to blend together. Set aside.
Add butter, vegetable oil, and brown sugar in a large mixing with a paddle attachment.
Set on low speed, beat the butter, shortening, and brown sugar until combined.
Continue beating while increasing the mixing speed to medium.
Beat for 3 minutes. (Until fluffy and smooth.)
While beating for another two minutes add in the egg and vanilla extract.
Divide the dry mixture in half.
Reduce the mixing speed to low, add one half of the flour and one half of the milk until completely mixed.
Use a rubber spatula to scrape down the sides of the bowl.
Add the rest of the flour and milk, beating until all ingredients are completely mixed.
With a #70 cookie scoop (or a tablespoon) to measure the size of the cookie balls.
Place each dough ball three inches apart on the prepared cookie sheets, baking one cookie sheet at a time.
Bake at 375 degrees for 10 minutes.
Allow the cookies to cool on the cookie sheets for 5 minutes.
Transfer the cooled cookies to a cooling rack.
Set aside the cooling rack until the cookies cool completely.