Mix the cocoa powder and sugars together in a bowl. Stir with a whisk to remove lumps.
Stir in the cream, milk and vanilla.
Place half of the Rolo candy in a microwave dish and melt for 30-60 seconds. Stir until smooth. Let this cool for about 4-5 minutes before stirring it into the ice cream mixture. Chop the rest of the Rolos to save for later.
You can cover the ice cream mixture and refrigerate until ready to churn.
Churn your mixture in an ice cream maker for 20-25 minutes.
When the ice cream is frozen enough, spoon into a container, then sprinkle the top with chopped Rolos.