Preheat oven to 350 degrees Fahrenheit. Line a sheet pan with parchment paper.
Whisk together the oil, sugar, and egg in a large bowl. Add cocoa powder, flour, baking powder + soda, and salt, and mix well to combine.
Divide the dough into 16 (approx. 2-Tablespoon sized) balls and place 8 of them onto the sheet pan. I use a small cookie scoop to make them all even, but you could also divide the dough in half, then divide each half into 8 to ensure you will have 16 evenly sized balls of dough!
Press the 8 dough balls on the sheet pan down to flatten slightly, making them slightly larger than the size of your marshmallows. Sit a marshmallow on top of each.
Use the remaining 8 balls of dough to cover the marshmallows. I like to flatten each ball of dough in my palm until its about 3 inches across, then lay it over each marshmallow.
When all cookies are covered, pick each one up and roll between your palms, squishing and pressing to make sure cookie dough completely covers the marshmallows.
Bake cookies for 6-7 minutes, or until dough on top looks set. Note: DO NOT OVERBAKE as the cookies will become dry and crumbly- we're really only cooking a thin layer of dough on the top and bottom, as it's just marshmallow in the center, so they will not need more than 7 minutes.
Let cookies cool for 10 minutes on the pan, then heat chocolate chips and coconut oil (in the microwave in 10 second increments, or in a very small pot on the stove over the lowest possible heat) until melted. Drizzle each cookie with a spoonful of chocolate.
Eat cookies immediately, while still warm and messy, or let cool compltely and store in an airtight container for up to 4 days.