1. Whisk whiskey with confectioner’s sugar, and set aside.
2. Foil and butter a 9 x 13 (or larger) baking pan.
3. Put sugar, butter, milk, and vanilla in a large pot with a heavy bottom. Stirring steadily until mixture boils, continue stirring while letting it boil for 3 minutes (time it, this is important). Remove from heat.
4. Add the marshmallows and chocolate, stirring until all of it is melted and blended into the sugar mix.
5. Give whiskey mixture a quick stir, and add it to the pot, stirring until fully incorporated.
6. Pour into a greased pan, and chill. Let mellow for a day before cutting.