Preheat the oven to 350°F (180°C).
Cream 1/2 cup butter, 1 1/4 cup sugar, 2 tsp vanilla.
Add 1 egg, and mix. Add 1/4 cup milk and mix.
In a separate bowl, combine 1 1/2 cups flour, 1/2 cup cocoa, 1/2 tsp each salt, baking soda, and baking powder.
Slowly add dry mix to wet mix until combined.
Gently stir until just blended.
Fold in 1 cup mini marshmallows.
Line the pan with parchment or use cooking spray.
Take golf ball-sized dough portions, roll them, and coat them in icing sugar.
Place on pan, and bake at 350°F for 10-11 minutes.
Cool for at least 15 minutes.