For the Cookies:
Preheat oven to 350°, Line two cookie sheets with parchment paper. In a large mixing bowl cream together the butter and sugar, add egg, milk and vanilla; mix well. In a medium blow whisk together the flour, cocoa, baking soda and salt. Beat flour mixture into butter mixture just until combined. Using a small ice cream scoop (about 1 1/2 tablespoons) drop onto prepared cookie sheets. Bake 8 minutes. Take cookies out of the oven and place cut marshmallows into the center of each cookie. Put cookies back in the oven and continue baking 3 to 5 minutes or until the marshmallow begins to soften. Cool on wire cooling rack.
For the Chocolate Drizzle:
In a small saucepan, combine the butter, cocoa and milk. Bring to a boil; boil 1 minutes, stiffing constantly. Cool slightly; transfer to a small mixing bowl. Beat in powdered sugar and vanilla until smooth. Drizzle over the top of each cookie. Top each cookie with a pecan half.