Preheat the oven to 350 F. In a medium bowl, whisk together flour, cocoa powder, salt, and baking soda. In another large bowl, combine butter and both brown and granulated sugar until fluffy. Add in egg and vanilla extract until smooth.
Add in the flour mixture, mix until it is fully combined. Roll the cookie dough into balls, and place them onto a large ungreased baking sheet at least 2-inches apart. Bake for 10-12 minutes.
Remove half of the cookies from the baking sheet. Place one marshmallow onto each cookie on the baking sheet, followed by chocolate chips. Bake for another 2-3 minutes. Remove from the oven, and sandwich with the remaining half of cookies.