In a large bowl, using a handheld mixer on medium-high speed, beat butter, brown sugar, granulated sugar, and salt until creamy and combined.

Add egg and vanilla and beat until incorporated. Beat in baking soda.

Add flour, hot cocoa mix, and cocoa powder and beat until mixture is soft and sticky. Cover bowl with plastic wrap and refrigerate until cold, about 2 hours.

Arrange a rack in center of oven; preheat to 375°. Line 3 baking sheets with parchment. Scoop 1 ½ Tbsp. balls, arranging 8 balls on each prepared sheet, spacing about 2" apart.

Working one sheet at a time, bake cookies until puffy and matte on top, about 8 minutes. Remove sheet from oven and place half a marshmallow, cut side down, into the center of the cookie, pressing marshmallow down so cookie slightly cracks.

Continue to bake until marshmallow is slightly melted, about 2 minutes more. Using a small spoon, lightly press marshmallow down to encourage it to slightly spread. Repeat with remaining baking sheets.

In a small bowl, whisk butter, cocoa powder, salt, and steaming hot water until smooth. Add confectioners’ sugar and whisk until no lumps remain.

Spoon glaze over top of cookies. If glaze is too thick, add a tiny bit of water to loosen. If it seems too thin, let cool for 1 minute, then try again.