Cut 3 marshmallows in half and place sticky side down along the inside of a glass. Set aside.
In a medium-sized bowl, whip the heavy cream, marshmallow fluff and vanilla together and set aside.
Set oven to broil on low and brown the last three marshmallows. Remove from oven.
In a blender, blend together the milk, chocolate sauce, toasted marshmallows and chocolate ice cream until well-mixed.
Drizzle some Hershey's syrup around the insides of the glass.
When filling the glass, alternate with the ice cream mixture and the marshmallow mixture - starting first with the ice cream and ending with the marshmallow mixture.
Top the milkshake off with the chopped Hershey's pieces and sprinkle on the crushed graham crackers.