In a medium bowl, stir together flour, cocoa powder, baking soda, baking powder and salt.
In a separate bowl, beat butter and brown sugar with an electric mixer until well-combined.
Beat in egg, vanilla and sour cream until smooth. Stir in flour mixture.
Cover and chill around two hours or until firm enough to shape.
Preheat oven to 350 degrees Fahrenheit.
Shape dough into 1¼-inch balls.
Push a Rolo into the center of each ball.
Bake for 8 minutes and remove from oven; top each with a half of a marshmallow.
Return to oven and bake 1-2 minutes more.
Cool on cookie sheet 2 minutes before removing. Transfer to wire rack to cool completely.