Preheat oven to 350 degrees F. Line two baking sheets with parchment. Don’t use cooking spray or anything very slippery because it might cause the cookies to spread.
Thoroughly mix together flour through cocoa and set aside
Using an electric mixer, beat the butter and shortening until creamy, then add the sugar and beat until well mixed. Beat in the vanilla, then add the egg and beat until fluffy, scraping sides of bowl often.
Add the dry ingredients and the buttermilk alternately, stirring with a heavy duty scraper, until batter is smooth and thick.
Drop batter by generously heaping tablespoons onto baking sheets spacing about 2 inches apart (I usually can fit 12 per sheet on a 13x18 inch tray). Bake one sheet at a time for 12 to 15 minutes or until cookies are puffed, slightly cracked and set. Let cool on baking sheets for about five minutes, then carefully transfer to a wire rack.
FILLING: Beat the butter and sugar together until creamy. Beat in vanilla and confectioners' sugar. Stir in marshmallow cream and beat until fully mixed in. Spoon between cookies. Better yet, put in a piping bag and pipe onto the cookies (much neater results). A heavy duty zipper bag with the bottom corner snipped off will also work.
Wrap the cookies in plastic wrap.