Preheat the oven to 350℉. Line 2 baking sheets with parchment paper.
In a large mixing bowl, beat devil's food cake mix, instant chocolate pudding, water, vegetable oil, and eggs on low speed until combined. Gradually add the red food coloring.
Drop the batter, in 2-tablespoon dollops, onto cookie sheets, approximately 2 inches apart.
Bake for 13 to 15 minutes or until set. Allow the cookies to cool on the cookie sheets for 5 minutes, then transfer them to cooling racks to cool completely, approximately 30 minutes.
Dollop 2 tablespoons of marshmallow cream onto the flat side of one cookie, being careful not to overfill. Close the pie by placing another cookie on top of the cream, bottom-side down. Repeat with the remaining cookies.