Line two baking sheets with parchment paper. Set these aside.
In a large saucepan, add the butter, sugar, salt, hot chocolate mix, cocoa powder, and milk. Heat over medium heat, whisking occasionally until everything comes to a rapid boil. Allow it to cook for about a minute, stirring continuously.
Remove the saucepan from the heat and stir in the Nutella and vanilla extract until smooth.
Add the oats and marshmallows, stirring until everything is well combined.
Using a cookie scoop (or heaping tablespoon), scoop the cookies out onto the prepared baking sheets.
Allow them to cool for at least a half an hour, or until the cookies set up.