In a small bowl, sift flour, cocoa powder and salt together. Set aside.
Melt chocolate and milk in a double boiler, being careful not to overheat. Remove from heat and stir until smooth. Set aside.
Beat butter at medium speed until creamy. Add sugar and vanilla; beat until fluffy, about 4 minutes. Stop mixer and scrape down sides. Add egg and beat until well combined, about 30 seconds. Reduce speed to low and add flour mixture; beat until just incorporated, about 1 minute. Stir in marshmallows, do not over mix. Cover the bowl with plastic and refrigerate an hour.
Preheat oven 350. Line 2 baking sheets with parchment paper.
Use a small scooper to divide dough into 18 equal balls (about 2 TBS per ball). Roll each dough ball in powdered sugar until coated. Place the cookies on prepared baking sheets, spacing them 2" apart.
Bake until the cookies have flattened out and the tops look "crinkled", (halfway through, rotate baking sheets from top to bottom) about 12 minutes. The centers will look underdone. Transfer parchment with the cookies to wire rack and let them cool completely.