Add all dry ingredients (flour, cocoa powder, baking soda and salt) to a small mixing bowl and whisk to combine and remove any lumps. Set aside.
Add butter to bowl of a stand mixer and beat for about a minute, until smooth and creamy. Add both sugars and beat until fluffy, about another minute or so.
Add egg and vanilla and beat to combine. Add 1/2 of dry ingredients mixture, and beat until just barely combined. Add remaining half and beat until combined.
Add milk and beat until combined. Stir in white chocolate chips and Reese's candy.
Cookie dough will be very sticky! Cover the bowl with plastic wrap and refrigerate for several hours or overnight. I personally like to chill overnight as it yields a really thick and chewy cookie.
Line a baking sheet with parchment paper and set aside. Preheat oven to 350 F degrees. While oven is preheating, remove chilled dough from the refrigerator and allow to sit on the counter for 20 minutes.
Use a cookie scoop or spoon and scoop out approximately 2 Tbsp of dough, and roll into a ball. Place onto prepared baking sheet. I like to bake 8 cookies at a time, so you'll do two batches.
If desired, press a few extra chocolate chips or candies into the top of the balls, then bake for 10 minutes, rotating the pan halfway through to ensure even baking.
They will look super soft and undone when you remove them, but don't worry! Let sit on the cookie sheet for 5 minutes to cool, and they'll deflate some, giving them the crinkled look.
Transfer to cooling rack to cool completely and repeat with any remaining batches.
Cookies will stay covered, or in a ziplock bag, at room temperature for about a week.