Swap out the usual graham crackers for homemade cowboy cookies packed with oats, pecans, coconut, and dark chocolate -- they make an excellent canvas for gooey toasted marshmallows.
Preheat oven to 350 degrees. Whisk together flour, baking soda, salt, and cinnamon. In a large bowl, beat butter with both sugars on medium speed until pale and fluffy. Add eggs, one at a time, beating well after each addition. Beat in vanilla. Reduce speed to low and gradually add flour mixture, beating until just incorporated.Beat in oats, chocolate, pecans, and coconut until just combined. (Dough can be made up to this point, covered in plastic, and refrigerated up to 3 days.)
Line baking sheets with parchment. Using a 1 1/2-inch ice cream scoop (1 tablespoon), drop dough onto prepared sheets, about 3 inches apart. Bake, rotating sheets halfway through, until edges of cookies begin to turn golden, 15 to 17 minutes. Transfer sheets to wire racks; let cool 5 minutes. Transfer cookies to racks and let cool completely. Cookies can be stored in airtight containers at room temperature up to 3 days.
To assemble, skewer 1 jumbo marshmallow on a metal skewer. Toast over a fire or gas burner, rotating, until puffed, charred, and gooey in center, about 30 seconds. Slide marshmallow onto a cookie. Sandwich with another cookie and gently press. Serve immediately.