Combine flour, cocoa, baking soda, and salt in a small bowl and set aside.
In a larger bowl, cream butter and sugar until color lightens.
Beat in egg and vanilla.
Add dry ingredients, and stir together.
Stir in pecans and chocolate chips.
Scoop into 12 balls, and place onto ungreased or parchment-lined baking sheets with at least 2 inches between each ball.
Flatten slightly, and press 2-4 marshmallows, and additional chocolate chunks if desired into each cookie. Be careful not to place marshmallows too close to the edges so that they don’t run onto your pan and stick.
Bake for 8-10 minutes until edges set, but middles are still soft. Marshmallows should be golden brown.
Remove from oven and let cool on the pan a few minutes before removing.