Sift together the flour, cocoa and sugar. Add the extract and melted butter and mix until it starts clumping.
Add the egg white and beat together with a spoon (you may need to use your hands towards the end) until you have a ball of soft dough.
Line 2 baking trays with baking paper.
Lay out a large sheet of baking paper (about 70cm / 2.3 ft). Cut the dough into 3 pieces and set 2 aside. Lay the first one in the centre of one half of the baking paper and fold the other half over the top.
Use a rolling pin to roll out the dough very thin (about 1mm thick). Gently peel back the top layer of paper, then lay it back down again (this step is just to loosen the dough from the paper). Flip the dough over and gently peel back the other side of baking paper.
Use a square cookie cutter (10cm / 3in) to cut shapes out of the dough. Move some of the excess dough out of the way and sit a straw about 5mm in from the front edge of the cutout. Use a small knife or spatula to carefully lift the front edge and push it onto the straw. Now carefully roll it up and sit on the prepared baking tray. Repeat with the rest of the dough, sitting the finished rolls about 1 inch apart on the baking trays. Sit the trays in the fridge for at least half an hour before proceeding (notes)
Preheat the oven to 200C / 400F / 180C fan forced.
Place the cookies in the oven and bake for 12 minutes.
Allow to cool just a minute or so before removing straws. Hold the cookie firmly in the palm of one hand. Use your thumb of the other hand to push on one end of the straw until it loosens, then pull out from the other end. Let them cool completely before filling.