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Cream margarine in a medium bowl; Gradually add sugar, beating at medium speed of an electric mixer until light and fluffy.
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Add kahlua and egg, beating well.
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Combine flour and next 3 ingredients, stirring well.
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Gradually add flour mixture to creamed mixture, beating at low speed of an electric mixer until well blended.
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Cover and chill dough for 15 minutes.
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Combine powdered sugar and cocoa.
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Shape dough into 1-inch balls; Roll each ball in sugar mixture.
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Place on cookie sheets coated with cooking spray.
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Flatten each with a fork in a crisscross pattern.
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Bake at 400 degrees for 9 minutes.