In mixing bowl beat butter with mixer on medium to high speed for 30 seconds. Add sugar, cocoa powder, coffee crystals, baking powder, and salt; beat until combined. Beat in egg and vanilla. Beat in as much flour as you can with mixer. Using wooden spoon, stir in remaining flour. Divide dough in half; wrap. Chill dough 1 to 2 hours or until easy to handle.
Preheat oven to 375 degrees F. Divide each dough half into 24 pieces. On lightly floured surface, roll each dough piece in 6-inch rope. Twist 2 ropes together; pinch ends to seal. Place ropes 2 inches apart on ungreased cookie sheets. Bake about 8 minutes or until edges are firm. Cool on cookie sheets for 5 minutes. Transfer to wire racks; cool completely.
Dip one end of each twist in Cocoa Glaze, allowing excess to drip off. Place on parchment or waxed paper until set. Makes 24 twists.
In a bowl combine powdered sugar, cocoa powder, and enough milk to make glazing consistency. Makes 3/4 cup.