Take butter, sugar and vanilla in a bowl and cream it.
Add in flour, salt and mix well. Add in milk and knead a soft dough.
Divide it into equal portions, add cocoa in one dough and knead well.
Now cover the dough with plastic wrap and chill in the fridge until firm.
Take the dough and cut each one into two portions.
Take one portion and roll it into a rectangle, take each dough and roll it like the same size of the first one.
Now take vanilla rectangle, brush it with little water, place the chocolate rectangle on the top and brush again with water, place vanilla rectangle over it. Cover the whole thing with plastic wrap and chill until firm.
Now remove it from the fridge and brush with water, place another strip, make sure the alternative colours are stacked. Repeat this.
Now wrap and chill for 30 minutes.
Now cut into squares and arrange it on the baking sheet which is lined with parchment . Bake this for 15-17 minutes in a preheated oven at 170 degree C.
Take it out from the oven and let it cool.
Store it in an airtight container. Serve with milk.