Knead a dough by pouring the melted, cooled lard in a bowl and mixing with the sifted powdered sugar.
Add the vanillas and beat with a mixer on low until you obtain a thick creamy mixture. Then gradually add the sifted flour and stir with a spatula. The flour listed is just for reference.
Knead a medium hard dough, divide it into 2 balls. Add the cocoa to 1 of these and finish kneading to mix the cocoa with the dough.
Roll out sheets from the doughs, place 1 on top of the other and press lightly to make them stick. Roll up into a tight roll (if you'd like smaller treats, cut each sheet into 2 and roll up 2 thinner rolls).
Cut the roll into round treats. Put them in a tray with baking paper and dry in a low 302°F (150 °C) oven until ready.