Preheat oven to 425°F.

Combine the flour, cocoa, baking soda and salt in a small bowl.

With an electric mixer on medium speed, beat the sugar, shortening and egg white in a medium bowl until fluffy and well blended (about 2 minutes).

Stir in the flower mixture, then the milk until just blended.

Drop the dough by spoonfuls onto large, ungreased baking sheets, making 36 cookies.

Bake until top springs back when lightly touched (5-7 minutes).

Cool completely on the sheets on a rack.

Spoon 2 tsp marshmallow spread on the bottoms of half of the cookies.

Top with remaining cookies.

Can be stored in an airtight container for up to 3 days.