In a small bowl, whisk flour, cocoa powder, espresso, baking powder, and salt so that they're combined. Set aside.
In the bowl of a stand mixer, cream butter and brown until fluffy. Add egg and vanilla and mix until combined. Add cooled chocolate and mix until combined.
With mixer on low, add flour mixture to wet mixture a little at a time. Let mix until incorporated. Add milk and mix until just combined.
Lay out a sheet of plastic wrap. Place cookie dough into the center of the plastic wrap. Place another sheet of plastic wrap on top. Using your hands, form dough into a rectangle and completely cover in plastic wrap. Place rectangle into freezer until firm, about 45 minutes.
Remove dough from freezer. Preheat oven to 350 degrees. Prepare two baking sheets with parchment paper.
Unwrap the dough and place on cutting board. Using a sharp knife, slice dough into 24 even pieces. To do this easily, first cut 4 rows long ways and then 6 rows the opposite way.
Add powdered sugar to a small bowl. Take one piece of dough and roll into a ball. Roll in sugar once and then roll again so that it is completely covered and no cookie is shining through. Do not shake off extra. This is key to keeping the "snow" from absorbing into the dough. Place dough ball on cookie sheet. Repeat with remaining dough. Make sure cookies are spaced 2 inches apart.
Bake cookies in preheated oven for 12-14 minutes. 12 minutes will make them softer in the middle, 14 will make them a little chewier. The cookies will be done when they've spread and cracked and still lightly soft to the touch. Cool on a wire rack for 10 minutes.
Storing tip: powdered sugar tends to absorb the flavors around it. So store these cookies alone and not with other cookies.