Put marshmallows in the freezer for a couple of hours.
In a large mixing bowl, sift together the flour, salt, cocoa, and baking soda. In a separate bowl, cream together the shortening and both sugars. Blend in unbeaten eggs and vanilla. Beat well.
Stir in flour mixture and blend thoroughly.
Stick bowl in fridge; until dough is hardened.
Shape 1 teaspoon sized piece of dough around each marshmallow, seal well.
Roll in sugar.
Bake at 400 degrees F (205 degrees C) on greased sheet for 5 to 7 minutes, or until cookies crack. Cool for about 2 minutes before removing from cookie sheet.