Add the butter, granulated sugar and brown sugar to a large bowl using a hand-held or stand mixer fitted with a paddle attachment. Beat on medium-high speed for 3 minutes, until it's light and fluffy in color. With the mixer still on, beat in the egg and vanilla extract, scraping down the sides of the bowl as needed.

In a separate medium bowl, whisk the flour, cocoa powder, baking soda, salt, chili powder and cinnamon together until combined. Turn the mixer down to low and slowly add the dry ingredients into the wet ingredients. This helps prevent the flour from flying everywhere.

Add the chocolate chunks and marshmallows and mix using a rubber spatula to incorporate. Cover tightly with plastic wrap and chill for at least 2 hours and up to 3 days. Do not skip this step. You could also scoop and freezer the dough at this point (see notes).

Preheat the oven to 350°F and line a large baking sheet with parchment paper.

Arrange the dough 2-3 inches apart on the prepared baking sheet. Bake the cookies in the preheated oven for 8-9 minutes or until the edges are just set and the middles are still a little under-baked.

Remove the cookies from the oven and switch the oven to broil on high. Add 3-4 mini marshmallow halves on top of each cookie then broil for 30-45 seconds until they're puffed up and golden brown on the top. I like to press a few more chocolate chips around the marshmallows simply for looks. Allow to cool a few minutes on the baking sheet then transfer to a wire rack to cool completely.