Preheat oven to 350°F. Line a cookie sheet with parchment paper and set aside.
In a large bowl, combine Nutella, sugar, egg, and vanilla extract and mix until combined. Fold in flour and mix until incorporated.
Roll 1 1/2 tablespoons of dough into a ball and place on cookie sheet. Use the back of a fork to flatten the cookie slightly (I made fork hashtags in my cookies). Repeat until you’ve made 14 flattened cookie dough balls. Bake for 10 minutes exactly, then remove from oven and place on a cooling rack until completely cooled.
While the cookies are baking, make your marshmallow. In a double boiler, combine egg whites and sugar, whisking constantly for 2-3 minutes. Once the mixture becomes white and somewhat thickens, remove from heat and add in vanilla extract. Using a standing mixer or using a hand mixer, whip marshmallow until stiff peaks form, about 5 minutes.
Transfer marshmallow into a pastry bag fitted with a large star tip. Once cookies are cooled, pipe the underside of half of the cookies with the marshmallow. Top with another cookie, creating a cookie sandwich.
Toast the marshmallow using a pastry torch, then serve!
These cookies are absolutely delicious, but also quite messy! The marshmallow will probably squirt out of the cookie when you eat it, so make sure you have napkins handy!