Preheat the oven to 350 degrees.
In the bowl of a standing mixer, add the butter, shortening and sugars.
Cream until completely smooth, about 1 minute.
Add the egg and vanilla and mix until combined.
In a small bowl, whisk together the flour, cocoa, pudding, salt, and baking soda.
Add the dry ingredients to the wet ingredients and mix until everything is incorporated.
Fold in the peanut butter cups and scoop onto a baking sheet.
Bake for 7 minutes and quickly top each cookie with a marshmallow then place back in the oven for about 30-60 seconds or until the marshmallow gets fluffy. Do not exceed one minute.
Remove the cookies from the oven to cool for one minute then place on a cooling rack for another 3-5 minutes.
Gently spread a generous portion of frosting on each cookie and enjoy!