1. Heat your oven to 180C (160C if using a fan oven)/Gas Mark 4. Line two baking sheets with greaseproof/parchment paper.
2. Combine the butter and caster sugar in a large bowl until light and fluffy (use either an electric mixer or wooden spoon). Beat in the eggs one by one.
3. Sieve the flour, cocoa powder, salt and baking powder into a separate bowl.
4. Pour the buttermilk into a jug and stir in the vanilla extract. Gradually add small amounts into the butter/sugar mix, alternating with the dry ingredients, until everything is combined and you have a thick batter of dropping consistency.
5. Drop 1 teaspoonful of the batter onto the baking sheets for each small pie round (the mix should make 16-18). Bake for 8-10 minutes or until they have risen.
6. Remove from the oven and keep half of the pie rounds to one side. Turn the other half over and place a marshmallow on each one. Return to the oven for a further 2-3 minutes until the marshmallow has melted slightly. Remove from the oven, leave to cool slightly for a minute, then sandwich together with the remaining pie rounds whilst the marshmallow is still warm.