Split cookies, leaving filling on one side of each cookie. Coarsely chop plain split cookies. Set aside split cookies with filling for garnish.
Prepare cake mix as directed on package; gently stir in chopped cookies. Spoon into 24 paper-lined muffin pans.
Bake as directed on package.
Remove from pans; cool completely on wire racks.
Spread cupcakes with frosting. Immediately sprinkle with coconut.
Decorate orange filling on split cookies with black decorating gel to resemble pumpkin faces; let dry. Stand 1 pumpkin face on edge in frosting on each cupcake. Top cupcakes with marshmallows.