Sift together the flour, both cocoa powders and sugar in a bowl.
Add salt and mix.
Add the cold butter in little pieces and then work them into the flour mixture with your hands, or blitz the mixture in a food processor. You want to get something resembling breadcrumbs. This is called the crumbing method.
Now add the vanilla extract and just enough water so that the dough comes together. You may need from 1/2 tbsp to 1 tbsp of water so add it slowly, mix the dough and see if you need more.
Shape the dough into a disk and wrap it into cling film. Place in the fridge for 10-20 minutes, enough to make the dough firmer but soft enough to roll it.
Preheat the oven to 180 °C and prepare a baking sheet lined with parchment paper.
Dust a clean surface or a parchment paper with cocoa powder (to keep the color of the cookies), place your cookie dough disk on top and dust it with cocoa powder (you can use another parchment paper on top).
Roll the dough to about 4 mm thickness. Run a spatula under the dough to make sure it's not stuck.
Cut out desired shapes and place them on the prepared baking sheet. They do not really spread out and keep their shape so you can place them fairly close.
Re-roll the remaining dough, cut out cookies and repeat until you have no dough left.
Bake for 12-13 minutes.
As soon as they come out of the oven, flatten them out with something flat (I used a cake server, pressed on the cookie and moved it around the cookie almost like ironing them), or you could place another flat and heavy tray on top of them.
Wait for them to cool completely and then you can enjoy, or fill them with buttercream.