In a medium saucepan, whisk together the sugar, cocoa powder, cornstarch, and salt
Slowly whisk in the milk until smooth
Place over medium heat and whisk until it just starts to bubble and thicken, 5 to 8 minutes
Remove from heat and whisk in the vanilla and chocolate until smooth
Pour into a bowl and cover the surface with plastic wrap
Chill for 30 minutes
Whip the heavy cream on high speed just until it starts to thicken slightly, about 2 minutes
Scoop in the marshmallow and continue to whip until you reach firm peaks, about 30 seconds
Fold half of the whipped cream into the cooled pudding
Layer pudding, cake, pudding, cake, then finish with the rest of the whipped cream
Dust with cocoa powder and chill for at least 4 hours or overnight
