In a large mixing bowl, cream together butter, brown sugar and sugar until blended and creamy.
Add in one egg at a time and beat until incorporated.
Mix in vanilla extract.
In a medium bowl, mix together flour, unsweetened cocoa powder, baking soda, salt, cinnamon, and cayenne pepper.
Add in flour mixture, a little at a time, to the butter mixture. Mix until all of the flour mixture is combined. Stir in chocolate chips and refrigerate dough for 45 minutes.
Preheat oven to 375 degrees F. Line cookie sheets with parchment paper.
When ready to bake cookies, stir in frozen marshmallows to the dough.
Using a spoon or small ice cream scoop, place dough on cookie sheets making them tablespoon size balls. Place about 1 inch apart.
Bake 8-10 minutes.
Cool on baking sheet and then transfer to wire rack.