In a stand mixer fitted with a paddle attachment, pulse together the butter, brown sugar, and granulated sugar until creamy with no pieces of butter larger than a pea.
Beat in the eggs, one at a time, followed by the vanilla extract, scraping down the bowl as needed.
In another bowl, whisk together the flour, cocoa powder, baking powder, cornstarch, baking soda, and salt.
Add the flour mixture to the stand mixer with the butter and pulse just until everything is combined.
Fold in the chocolate chips, walnuts, and marshmallows just until evenly mixed.
Use a standard ice cream scoop or pull off a 1/4 cup piece of dough.
Roll the piece of dough into a ball and place on a parchment-lined baking sheet. Press down lightly. Repeat with the remaining dough, dividing them between two baking sheets and about 2-3 inches (5-8 centimeters) apart.
If desired, top the cookie balls with additional chocolate chips and marshmallows. Push the marshmallows and chocolate chips in a little to help keep them from sliding off as the cookies rise in the oven.
Place the baking sheets in the freezer for 1 hour.
Preheat oven to 350˚F (180˚C).
Bake the frozen cookies in the preheated oven until just set, about 15-18 minutes.
Allow to cool to room temperature, about 20 minutes, to set before removing from the baking sheets.
These Rocky Road Cookies are best the day they are baked, especially within a couple of hours.