In a medium-sized bowl, beat cake mix, pumpkin puree, pumpkin pie spice and vegetable oil until smooth.
Using a medium cookie scoop, drop mounds of dough onto parchment lined baking sheets.
Bake for about 12-15 minutes, or until tops spring back lightly when touched. Remove from the oven and press cookies lightly with the back of a metal spatula to flatten slightly.
Meanwhile, cut marshmallows in half and set aside. You'll only need half as many marshmallows as you have cookies.
Cool on baking sheets for 2-3 minutes. Transfer half of the cookies to a wire rack, and flip the other half over on the baking sheet so the bottoms are facing up.
Place a large marshmallow on each of the overturned cookies. Slide the sheet back into the oven for 2-3 minutes, just until marshmallows start to puff up and about double in size.
Remove from the oven and cool for 2-3 minutes. Place the cooled cookies from the wire rack on top of the marshmallow to form a sandwich, pressing lightly and twisting gently to adhere.
Cool sandwiches completely on the wire racks. Watch them for a minute or so to make sure the tops don't slip off.
Store in an air-tight container for up to 5 days.
Once the cookies are baked, half of them go onto a wire rack to cool while the other half are flipped over and topped with have of a large a marshmallow. The marshmallows are toasted under the broiler for a minute (just long enough to soften them). It’s important to let the marshmallows set/cool for a few minutes before topping them with one of the cooled cookies because they’ll just slip right off. The larger marshmallows were too big for these cookies, but if you use a different cookie recipe, the full marshmallow might work. I’d try it out on a few first before doing the whole batch.