In a bowl mix together oil, cocoa and sugar.
Add milk, vanilla and beat until incorporated.
Add flour and baking powder and mix well.
Cover with cling film and refrigerate for four hours.
Preheat oven to 175°C.
In a bowl mix together icing sugar and corn flour.
Take scoops of the dough, shape into a ball.
Roll it in the icing sugar mixture to coat it generously.
Arrange on a greased baking tray.
Bake for 12-15 minutes.
Arrange on a wire rack and allow it to cool completely.
Store in airtight jar.