Preheat the oven to 375 degrees.
Cream together shortening and cocoa powder.
Add sugar, eggs, milk, and vanilla. Mix well.
In a separate bowl, stir together dry ingredients.
Add dry ingredients a little at a time and mix until thoroughly combined.
Let the dough rest for 10 minutes.
Drop about 2 tablespoons using a cookie scoop onto a greased cookie sheet. Bake for 7 minutes.
Remove from the oven and top each cookie with half of a large marshmallow.
Return to the oven and bake for one more minute.
Allow cookies to cool.
Once cool, frost with chocolate frosting(or enjoy without the frosting).