Mix the butter and sugars together in a large bowl. Add in the vanilla and egg and whisk well. Now add in the hot water and mix again.
Add the flour, baking soda and salt to the wet ingredients and mix until well combined. Fold in the chocolate chunks.
Chill the cookie dough for 15 minutes. While it's chilling preheat the oven to 350° and line two baking sheets with parchment paper.
Scoop out 1.5 tablespoons of cookies dough. Press marshmallows into the dough and roll it into a ball. Flatten is slightly and place on the cookie sheet 2" apart.
Bake for 10-12 minutes. The cookies should be slightly brown. Let them cool for five minutes, and the move to a wire rack to cool completely. If the cookies are too hot when they are moved, the marshmallow may fall apart. I found five minutes perfect.