In a bowl, cream together margarine and sugar. Slowly add flour, cocoa powder, baking soda, baking powder, and salt.

Slowly add egg, vanilla extract, and milk, mixing until a dough forms. Chill dough for two hours.

Preheat oven to 400 degrees Fahrenheit. Line a baking sheet with parchment paper and set aside.

Using a small ice cream scoop or cookie scoop, portion the dough into even balls, placing them on the prepared baking sheet. Cookies will spread a lot during baking, so do not crowd the sheet. Bake about seven minutes and cool completely before sandwiching with cream filling.

Prepare the filling: In a bowl, cream together confectioners’ sugar and margarine. Add marshmallow fluff and soy milk, beating until light and fluffy. Spread filling on the bottom of half the cookies and top with the remaining half.