Preheat the oven to 400°F.
Add flour, cocoa powder, sugar, baking powder, baking soda and salt to a medium bowl and whisk to combine all the dry ingredients.
Cube the cold butter and add to the flour mixture, toss to coat all the butter pieces with flour and rub the butter into the flour until coarse crumbs form, working quickly so the butter doesn’t melt.
Mix the egg, sour cream, milk and vanilla in a small bowl and beat to combine.
Make a well in the middle of the flour mixture and add the liquid to it. Mix with a spatula until a wet dough is formed.
Use a 2 oz ice cream scoop to portion the dough onto a parchment paper lined baking sheet. This will give you 8 shortcakes.
Sprinkle the top with plenty of turbinado sugar.
Bake at 400°F for 17 minutes.
Remove from the oven and transfer shortcakes onto a wire rack to cool completely.