Preheat oven to 350° F and line a large cookie sheet with parchment paper.
In a large mixing bowl, empty the contents of the cake mix.
Whisk in cocoa powder and sugar, removing any clumps
Melt butter in a microwave-safe bowl, on high for about 30-45 seconds. Add eggs, and milk and stir to combine
Pour the egg mixture into the dry ingredients and stir by hand, making sure that any clumps are dissolved
Divide your batter evenly between two bowls and add red food color gel to one bowl and blue to the other until you have reached the desired shade (approximately ½ teaspoon of food color gel per bowl). Stir to evenly combine color.
Chill for 15-20 minutes.
Using a small-sized cookie scoop, drop batter onto the prepared cookie sheet spacing them about 2 inches apart.
Bake for 6 minutes or until the tops puff up and spring back when touched.
Remove from oven and let completely cool on a wire rack while making the filling.
To make the filling, cream butter, powdered sugar, and salt with a hand mixer until light and fluffy (about 3 minutes). Fold in marshmallow fluff and chill for 10 minutes.
Spread marshmallow filling onto the underside of half the colored cookies and top with the remaining half. Make sure not to press down too hard so the filling doesn’t ooze out over the edges.