Preheat the oven to 350°F (175°C) and line a baking sheet with parchment paper.
In a bowl, whisk together flour, cocoa powder, baking soda, and salt.
In another bowl, cream the butter and sugar until light and fluffy.
Add the egg and vanilla extract, mixing until combined.
Gradually add the dry ingredients to the wet mixture, alternating with milk.
Divide the batter into two bowls and add red food coloring to one and blue to the other.
Drop spoonfuls of each color onto the prepared baking sheet, creating a marbled effect.
Bake for 10-12 minutes, then let cool completely.
In a separate bowl, mix marshmallow fluff and powdered sugar to create the filling.
Spread the filling between two cooled cookies to form the whoopie pies.
