I did a little experiment in shortbread and I think it worked out quite nicely. I guess I'm more of a chocolate chip or oatmeal fan though, so I'm not really that into them. But my husband can't get enough of them.
I divided this small recipe in two and put cocoa powder in half of it. Then I cut a few of each flavor out and then rolled the remainder of both doughs out and laid on on top of the other and rolled up into a cigar. I chilled that for an hour and then used a very sharp knife to cut the cookies out. Baked on parchment paper.
¾ cups margarine
¾ cups powdered sugar
1 ½ cups flour
1/8 cup cocoa (only add to the half of the dough you want to be chocolate)
1 tsp vanilla
Preheat oven to: 325°F
In a bowl beat together powdered sugar with margarine.
Add flour divide in half, add cocoa to one half and split the vanilla between the two bowls.
Roll dough between two pieces of parchment or wax paper into quarter inch thickness and cut into rounds. Bake for ten minutes and let sit for another ten before eating.