Preheat oven to 350°F. Line baking sheets with parchment paper.
In a large bowl, or bowl of stand mixer, beat butter and sugar on medium speed until very light and fluffy, about 3–4 minutes.
Mix in egg, vanilla, orange juice, and 1½ tablespoons milk until smooth.
Sift together flour, cocoa powder, salt, and espresso powder. Add to the bowl and mix on low speed just until combined. If dough is too stiff to pipe, add milk 1 teaspoon at a time.
Transfer dough to a piping bag fitted with a large star tip.
Pipe 1½-inch swirls, or your chosen shape, onto prepared baking sheets, spacing 1–2 inches apart.
Bake 9–11 minutes, until edges are set and tops look matte. Do not brown.
Cool on baking sheet for 5 minutes, then transfer to a wire rack to cool completely.