Preheat oven to 180°C. Put the butter, sugar and salt in the bowl of an electric mixer and beat on high speed for 2 minutes until light and creamy.
Add vanilla and yolk and continue beating for 1 minute, then turn the mixer off and gently fold in the flour with a wooden spoon.
Put one-quarter of the dough in a separate bowl and fold in cocoa. Gently mix the cocoa dough into the vanilla dough to create a marbled effect.
On a lightly floured bench, roll out dough to 4mm thick and cut out shapes of your choosing. Line an oven tray with baking paper. Lay your dough shapes on the tray, then put it in the freezer for 3 minutes.
Bake for 8-9 minutes until the vanilla dough is golden and the biscuit is slightly firm to touch. Cool biscuits on a wire rack, then serve.