Preheat the oven to 180°C / 350°F / Gas Mark 4. Line 2 baking trays with baking parchment.
Cream the sugar, butter and vanilla extract in a mixer until light and creamy. Add the egg and egg yolk. Mix in the flour to form a soft biscuit dough.
Divide the dough into 2 pieces and mix the cocoa powder into one half of the dough.
Wrap the dough separately in plastic wrap and place in the fridge for 20 minutes.
Roll out the 2 pieces of dough separately on a floured surface to a similar shape. Place the chocolate sheet of dough on top of the vanilla one.
With a sharp knife, cut a neat rectangle about 25cm x 15cm, then roll the dough up firmly into a Swiss roll shape. Wrap the roll in cling film and place in the fridge for 20 minutes.
Using a sharp knife, slice the roll into 1cm discs. Place on the lined trays, leaving a little space between them, and bake for 18–20 minutes, until very lightly golden and cooked.
Allow to cool on the parchment before transferring to a cooling rack. Store in an airtight container. These will keep for 4–5 days – if you can resist them!