1In a medium bowl sift together flour, cocoa powder, salt, baking soda, and chili powder. In a large mixing bowl beat butter and 3/4 cup sugar until light and fluffy. Add the egg and vanilla and beat again. In three batches add the dry mixture beating after each addition. Cover and place in the refrigerator to chill for at least an hour. While dough chills, prepare the filling.
In a medium mixing bowl beat cream, remaining sugar and cream cheese on high until nearly stiff. Add marshmellow creme and beat again. Put in the refrigerator until ready to use. Preheat oven to 350 degrees and line a large baking sheet with parchment paper. Flour the surface for rolling out the dough. Roll dough 1/4" thick and cut using a 2"x2" cookie cutter. Place 12 on the baking sheet and bake in two batches for 12 minutes. Remove and cool on a wire rack.
To assemble the cookies place one cookie flat side up on a plate. Top with 2 T marshmellow creme mixture and put another cookie on top with flat side down. Sprinkle sides with the crushed peppermint pieces making sure it adheres to the marshmellow creme filling.