In a medium bowl, mix together cocoa, splenda, and vegetable oil. Beat in eggs one at a time, then stir in the vanilla. Combine the flour, baking powder, and salt; stir into the cocoa mixture. Cover dough, and chill for at least 4 hours.
Preheat oven to 350 degrees F (175 degrees C). Line cookie sheets with parchment paper. Roll dough into one inch balls. I like to use a number 50 size scoop. Coat each ball in confectioners' sugar before placing onto prepared cookie sheets. Then recoat as you place in the oven because otherwise you will not be able to see the sugar. Also take a fork and smush down the cookies.
Bake in preheated oven for 10 to 12 minutes. Let stand on the cookie sheet for a minute before transferring to wire racks to cool.