Make the madeleines: Preheat oven to 350 degrees. Generously butter mini-madeleine pans.
Whisk cocoa powder and water in a medium bowl until smooth. Let cool slightly, then whisk in egg, yolk, and vanilla until incorporated.
Beat flour, sugar, baking powder, and salt with a mixer on low speed until combined. Raise speed to medium, and add butter and 1/2 the cocoa mixture. Beat for 2 minutes, then scrape sides of bowl. Beat in remaining cocoa mixture on medium speed until completely combined, scraping sides of bowl as needed.
Transfer batter to a pastry bag fitted with a 1/4-inch round tip, and pipe into buttered pans, filling each 3/4 full. (Refrigerate batter between batches.) Bake, rotating halfway, until testers inserted in centers come out clean and madeleines spring back when pressed, 8 to 10 minutes. Unmold onto wire racks, and let cool.
Make the glaze: Place chocolate in a food processor. Bring cream and corn syrup to a simmer in a small saucepan, whisking until combined. Pour over chocolate, and process until smooth.
Set racks with madeleines over parchment-lined baking sheets. Spoon some of the glaze over each madeleine to coat. Transfer to clean parchment-lined baking sheets. Refrigerate until glaze is firm, 15 to 20 minutes. Push sticky side of marshmallow skulls into madeleines, and serve immediately.
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