Preheat oven to 350°.
Place parchment paper or silicone mats on two cookie sheets. Cream sugar and butter together with an electric mixer until well blended.
Add egg and 1 teaspoon of the vanilla extract. Mix flour, cocoa, baking soda, baking powder, and salt together in a bowl.
Add to butter mixture alternately with milk until well mixed.
Drop by rounded Tablespoons to make 24 cookies. Press each cookie with a spoon dipped in water to slightly flatten.
Bake at 350° for 11 minutes or until top of cookie springs back when touched. Remove cookies to wire rack and let cool.
Beat marshmallow creme, powdered sugar, and vanilla in a bowl with an electric mixer for 3 minutes.
Place a rounded Tablespoon of marshmallow mixture in the center of a cookie. Top with another cookie and press down.