In the bowl of an electric stand mixer fitted with the paddle attachment, beat butter, oil and sugars until light and fluffy. Add in eggs and vanilla and mix until combined.
Add in flour, cocoa, and salt, and mix on low speed until the dough comes together.
Taking about 1/4th of the dough at a time, roll the dough out on parchment paper until about 1/8" thick. Using a round cookie cutter or glass that is about 2 inches in diameter, cut out circles and move to parchment lined baking sheet. Place one Junior mint inside each circle, fold the edges around the filling to form a triangle. Continue with the rest of the dough.
Bake at 350 degrees F for 8-10 minutes, enjoy warm.