Heat oven to 350ºF. In large bowl, break up cookie dough. Add cocoa; knead into dough with hands until well combined.
Shape dough into 12 (2-inch) logs. On ungreased cookie sheets, place logs 3 inches apart.
Bake 10 to 12 minutes or until edges are light brown. Cool 2 minutes; remove from cookie sheets to cooling racks. Cool completely, about 15 minutes. Drizzle cookies with caramel sauce.