Preheat oven to 375°F. Grease cookie sheets.

In large bowl, mix together all ingredients except cocoa. Divide dough in half. Add cocoa to one-half dough. Cover and chill doughs separately.

Roll dough separately on floured board into 2 rectangles about 1/4-inch thickness. Top one with the other and press together with a rolling pin.
Roll up lengthwise, jelly roll fashion. Chill until firm.