1. In a small bowl, combine confectioners' sugar and cocoa powder. Whisk to combine, then spread onto a shallow dish. Fill another shallow dish with 1/4 inch of water.
2. Fill a cocktail shaker with ice. Add RumChata, creme de cacao and chocolate milk. Cover and shake until chilled.
3. Dip 2 martini glass rims in water and edge each glass in cocoa-sugar. Divide martini into prepared glasses.
4. NOTE: Horchata is a milky rice or nut-based Latin beverage. RumChata is sold in grocery and liquor stores.