In a bowl, combine the flour and cocoa. Set aside.
In a bowl, cream the butter with the sugar and vanilla with an electric mixer. Add the egg and beat until the mixture is smooth. At low speed, add the dry ingredients alternately with the milk. Shape two balls with your hands and cover in plastic wrap. Refrigerate for about 1 hour.
With the rack in the middle position, preheat the oven to 180 °C (350 °F). Line two baking sheets with parchment paper.
On a floured work surface, roll out the dough, one ball at a time, to a thickness of about 3-mm (1/8-inch). Cut 7 cookies of each size. Reuse the scraps.
Make a small hole in the centre of each cookie. Cool completely.
Place on the baking sheet and bake one sheet at a time, about 8 to 12 minutes depending on the size of the cookies.
To form the ornament, tie one end of the ribbon to make a stop-knot. Thread the largest cookie and tie another knot. Continue to string the cookies on the ribbon until you have gotten to the smallest cookie. Finish by making a loop in order to hang it.
Recipes with the "Healthy Pick" stamp have been evaluated by a registered dietitian member of the Ordre professionnel des diététistes du Québec.