Use an electric mixer and beat together the butter, sugar, egg and vanilla extract. In another container stir together the flour, cocoa, baking soda and salt. Add this to the butter mixture and stir to make a dough.
Divide the dough in half and make into 2 rolls which you wrap in plastic wrap and put in the refrigerator for 4-5 hours.
Preheat your oven to 375 degrees. Slice the refrigerated dough into 1/8-inch-thick slices. Place on cookie sheet and bake 8-10 minutes, but don’t let them get too firm. Cool the cookies on wire racks.
To make the filling, melt the chocolate in a double boiler. Let cool. Use your electric mixer to beat the butter and powdered sugar. Add the chocolate, milk and vanilla extract and beat very well.
Use another bowl to beat the whipping cream until it has stiff peaks. Fold this into the chocolate mixture. Then, fold in the chopped nuts.
Spread this filling on the flat side of one cookie and press another cookie into the filling to make a chocolate sandwich. You’ll end up with the most delicious and most decadent chocolate sandwiches known to mankind.