Preheat your oven to 350 and line a pan with parchment paper (or spray with non-stick spray).
In a small mixing bowl, combine your dry ingredients (flour, cocoa powder, cinnamon, cayenne, baking soda, and salt) and whisk till well combined and you have no cocoa powder clumps.
In a large mixing bowl, combine your butter, brown sugar, and white sugar and beat together till creamy. Add your egg and vanilla to the bowl and mix again briefly.
Pour your dry ingredients into your wet ingredients and stir together till everything is well incorporated.
Using a cookie scoop, scoop your cookie dough into cookies. Evenly space them a few inches apart on your pan, with no more than 12 cookies per pan.
Bake in the oven for 7-8 minutes.
Take your cookies out and place 4-5 mini marshmallows on top of each cookie (towards the middle), gently pressing them into the cookies.
Place your cookies back in the oven for another 3-4 minutes, or till the edges are set.
Take your cookies out, let them cool for about 10 minutes on the pan, then put them onto a cooling rack till they have cooled completely.
In a small microwaveable bowl, add your chocolate chips and coconut oil. Microwave in 20 second increments, stirring in between, till your chocolate is melted entirely.
Drizzle the chocolate on top of your cookies, by hand. Alternatively, you can scoop the chocolate into the corner of one ziploc bag, trim a tiny bit of the end off, and "pipe" the chocolate across the cookies.
Stored in an airtight container these cookies last about 4-5 days.