Heat oven to 350°F. Line two large cookie sheets with either parchment paper, Silpat, or lightly spray with nonstick cooking spray.
In large bowl, beat together chocolate cake mix, instant chocolate pudding mix, eggs, water and vegetable oil until thoroughly combined (batter will be thick).
Pour batter into a 1 gallon ziploc bag and seal. Cut a hole off of one of the bottom corners.
Pipe batter into 36 small circles onto cookie sheets about 1-inch apart (this will allow for spreading).
Bake 10 to 12 minutes until set. Cool 2 minutes; remove from cookie sheets and place on cooling rack. Cool completely before filling.
For the filling:
With electric mixer on medium speed, beat butter and sugar together until fluffy then beat in vanilla extract.
Beat in marshmallow fluff until incorporated. Refrigerate filling until slightly firm, about 30 minutes.
Once cookies are cooled, spread filling (about 2 tablespoons - you want a thick filling so use your best judgement) on flat side of one cookie. Top with the second cookie, flat side down to make a sandwich.
Then enjoy! If not eating immediately, I suggest wrapping each one individually and storing in the refrigerator for up to 3 days.
Marshmallow fluff can be a bit sticky to work with. Spray your measuring cups with nonstick spray to help it come out easier. Also, when you are spooning the filling onto the cakes, do the same thing. Just spray your spoon with nonstick spray and it will slide right out.