In a small bowl, mix together the cocoa and sugar, stir in the milk until completely dissolved, then stir in the vanilla.
In a medium-sized bowl, stir the yoghurt until smooth, but do not over stir or it will become too thin. Gently stir in the cocoa mixture until well incorporated. You can stir just until you have a striped effect, or take it all the way to a creamy light brown.