Preheat oven to 400 degrees F. Prepare a cookie sheet by lining it with parchment paper.
In a stand mixer or bowl using a hand mixer, cream butter, brown sugar, and white sugar together. Add egg and vanilla. Mix until incorporated.
In a separate bowl mix dry ingredients (cocoa powder, salt, baking soda, flour). Mix until blended.
Add dry ingredients to wet ingredients. Mix only until incorporated. The dough will be soft and slightly tacky when touched.
Use a #40 portion scoop or spoon to create 1 1/2 tablespoon cookie dough balls.
Flatten dough into a circle. If dough is too sticky dip fingers into flour to help avoid sticking to fingers. Place marshmallow in center and form dough around the marshmallow. Make sure marshmallow is fully sealed or it will ooze out when baked.
Roll stuffed cookie dough balls in sugar and place on the prepared cookie sheet (up to 9 per sheet if staggered).
Bake for 5 1/2 to 6 minutes. Do not overbake or marshmallow will melt or ooze out of cookie. Let cool for at least 5 minutes and enjoy.