In medium bowl, combine powdered sugar and butter; beat until light and fluffy. Add egg; blend well. Add flour and cocoa; mix well. Cover with plastic wrap; refrigerate 1 to 2 hours for easier handling.
Heat oven to 325°F. Divide dough into 24 equal pieces. Place 1 piece in each of 24 ungreased miniature muffin cups; press in bottom and up sides of each cup, level with tops of cups.
Bake at 325°F. for 13 to 16 minutes or until set. Cool in pans on wire racks for 20 minutes. Remove from pans.
Meanwhile, in medium saucepan, combine all filling ingredients. Heat over low heat until chocolate is melted and smooth, stirring constantly. Remove from heat. Cool 20 minutes or until filling thickens slightly.
Spoon about 2 teaspoons filling into each baked chocolate cup. Refrigerate at least 30 minutes or until filling is set. Sprinkle chopped mints on top of each cookie; press in lightly. Store in refrigerator. Remove from refrigerator about 30 minutes before serving.