Preheat the oven to 350 degrees. Spray a 9 x 9 inch pan with cooking spray or line with foil and spray with cooking spray for easy cleanup.
In the bowl of a stand mixer fitted with a paddle attachment, cream together the butter, brown sugar, and granulated sugar. Add the vanilla and egg, and mix until smooth. Mix in the cocoa and baking soda, then add the salt and flour, and beat until well blended. Press into the prepared pan. (The batter ill be sticky; it helps to spray your hands with cooking spray to keep it from sticking to you.)
Bake for 15 to 18 minutes, until the top just loses its sheen.
As soon as the bars come out of the oven (or a few minutes before), melt the chocolate chips in a large microwave safe bowl on high for 1 1/2 to 2 minutes, stirring every 30 seconds until the chocolate melts and is smooth. Let it sit for about 2 minutes, then stir in the chopped nuts and mini marshmallows. Stir to coat completely.
Pour the marshmallow mixture on top of the hot cookie bars and spread carefully. Let set at room temperature before slicing. You can refrigerate the bars to speed hardening, but be sure to allow them to sit at room temperature for 30 minutes before slicing to avoid cracking in the chocolate. Store in an airtight container at room temperature; bars are best within 4 days.