In the bowl of a stand mixer fitted with the paddle attachment, beat butter and sugars at medium speed until creamy, about 3 minutes. Add eggs and vanilla; beat until eggs are blended.
In a medium bowl, whisk together flour, cocoa, baking soda, and salt. Add flour mixture to butter mixture, beating for 1 to 2 minutes or until incorporated. Chill dough for at least 1 hour.
Preheat oven to 350°. Line 3 baking sheets with parchment paper.
Drop dough by tablespoonfuls 2 inches apart onto prepared pans. Bake until set, 9 to 10 minutes. Remove from oven. While cookies are warm, top each with 1 chocolate piece, 3 marshmallows, and 1 pecan half. Let cool for 10 minutes. Transfer to a wire rack to let cool completely.
Recipe by Taste of the South at https://tasteofthesouthmagazine.com/mississippi-mud-cookies/