He was then appointed military commander of the island of Leros, a role he held until April 1942, when he was replaced by Captain Luigi Mascherpa.

His last escort mission resulted, on 2 December 1942, in the Battle of Skerki Bank: his convoy (composed of the transport ships Aventino, Aspromonte, Puccini and KT 1), escorted by three destroyers (Da Recco, Folgore and Camicia Nera) and two torpedo boats (Procione and Clio), was attacked during the night by the British Force Q, consisting of the light cruisers Aurora, Sirius and Argonaut and the destroyers Quiberon and Quentin.

On Cocchia's orders, the entire escort launched a determined counterattack, but could not prevent the destruction of the convoy; Da Recco, after two unsuccessful attacks with guns and torpedoes, closed in on Force Q to launch a third attack, but the accidental ignition of fuel oil contained in the forward funnel originated a column of sparks, that gave away the position of the ship.

Accurate British fire immediately crippled Da Recco, igniting her forward magazines; more than half of the crew was killed or wounded, including Cocchia, who suffered severe burns, especially on his face.

He was permanently disfigured; for his determined defense of the convoy against superior forces he was awarded Gold Medal of Military Valor.