Preheat oven to 350°F. Grease and flour a 13-by-9-inch pan.
Whisk together flour, baking soda and salt. In a separate bowl, stir together cocoa and water; whisk in milk until smooth. Set aside.
Using an electric mixer, cream butter and sugar until fluffy; scrape bowl. Beat in eggs and vanilla. Add flour and cocoa mixtures, alternating each 3 times, scraping bowl (batter may separate a bit).
Spread batter in prepared pan. Bake, rotating halfway through, until a toothpick inserted in center comes out clean, about 35 minutes. Cool in pan for 1 hour. Run a knife around edge of cake and turn out onto a platter.
Finely crush chocolate cookies in a plastic bag with a rolling pin or use a food processor. Cover top and sides of cake with chocolate frosting and sprinkle generously with cookie crumbs. Score top of cake into 12 equal rectangles.
Pipe "RIP" and other scary words on Milano cookies with black icing; cut a slit in each square to insert a Milano or Chessman cookie for gravestones; add candy rocks, if desired.