Preheat your oven to 350°F (175°C) to ensure even baking.
In a large mixing bowl, combine softened butter, vegetable oil, and sugar. Beat until creamy. Add eggs and vanilla extract, mixing until fully incorporated.
In a separate bowl, whisk together chocolate cake mix, baking powder, cocoa powder, and salt. Gradually add this dry mixture to the wet ingredients, mixing until just combined.
Pour in the milk and mix until the dough is smooth. If using pecans, fold them in at this stage.
Using a cookie scoop or a spoon, portion out the dough onto the lined baking sheet, spacing them about 2 inches apart.
Bake in the preheated oven for 10-12 minutes, or until the edges are set and the tops look slightly cracked. Be careful not to overbake!
Once baked, remove from the oven and let the cookies cool on the baking sheet for a few minutes before transferring them to a cooling rack.
In a small saucepan over low heat, combine powdered sugar, cocoa powder, and enough milk to achieve a drizzling consistency. Stir until smooth and remove from heat.
Once the cookies are completely cooled, drizzle the glaze over each cookie. Let it set for a few minutes before serving.