Preheat oven to 375°F. Whisk together flour, cocoa, baking soda, and salt in a bowl until combined and set aside. Beat together butter and sugar in a large bowl with an electric mixer at medium-high speed until pale and fluffy, then add egg, beating until combined well. Stir together buttermilk and vanilla in a small bowl. Reduce speed to low and alternately mix in flour mixture and buttermilk in batches, beginning and ending with flour, scraping down side of bowl occasionally, and mixing until smooth. Spoon rounded teaspoons of batter about 2 inches apart on parchment lined baking sheets. Bake in upper and lower thirds of oven, switching position of sheets halfway through baking, until tops are puffed and cakes spring back when touched, 5 to 7 minutes. Transfer with a metal spatula to a rack to cool completely.

Beat together butter, icing sugar, marshmallow, and vanilla in a bowl with electric mixer at medium speed until smooth, about 3 minutes. Spread a rounded teaspoon filling on flat sides of half of cakes and top with remaining cakes. Careful not to overfill!