Note: This cookie dough requires at least 2 hours of chilling. The cookies will be thicker the longer they chill (up to 3 days).
In a medium bowl, whisk together the flour, cocoa powder, baking soda, salt, cinnamon, and chili powder.
1 cup all-purpose flour, 2/3 cup unsweetened cocoa powder, 1 teaspoon baking soda, 1/2 teaspoon kosher salt, 1 teaspoon cinnamon, 1 teaspoon chili powder
In a large bowl using a hand-held or stand mixer fitted with a paddle attachment, beat the butter, granulated sugar, and brown sugar on medium-high speed for 2-3 minutes, until light and fluffy.
1/2 cup unsalted butter, 1/2 cup granulated sugar, 1/2 cup light brown sugar packed
Add the egg, vanilla extract, and milk and beat until combined, scraping down the sides and bottom of the bowl as needed.
1 large egg, 1 teaspoon pure vanilla extract, 1 Tablespoon milk
Turn the mixer down to low speed and slowly add the dry ingredients into the wet ingredients until combined.
Add the chocolate chips and mix using a rubber spatula to incorporate. Cover with plastic wrap and chill for at least 2 hours or up to 3 days. Do not skip this step (it prevents them from spreading).
1 cup semi-sweet chocolate chips
If the dough was chilling for longer than 24 hours, allow it to soften at room temperature for 15-30 minutes for easier scooping. Use a 1/4 cup to scoop out the dough. Break each dough ball in half and use your thumb or the back of a Tabelspoon to make an indent in one of of the dough. Scoop 1 Tablespoon of marshmallow fluff into the well of dough. Clover it with the other half of the dough and form it into a large dough ball. Leave some of the marshmallow showing on the tops of the cookies so you can see the fluff after it bakes.
Arrange the cookie dough balls 2-3 inches apart. Bake the cookies in the preheated oven for 10-12 minutes or until the edges are set and the tops look slightly soft. Cool the cookies for 5 minutes on the cookie sheet then transfer them to a cooling rack to cool completely. Optionally use a kitchen torch to toast the tops of the marshmallow.