1. Preheat the oven to 190 C / Gas 5. Line a baking tray with baking parchment.
2. Cream together the butter, sugar and egg. In a separate bowl, mix together flour, cocoa, bicarb and salt. Add to butter mixture alternately with milk and vanilla, mixing well after each addition.
3. Drop by teaspoonfuls onto trays. Bake for 10 minutes. Remove to wire rack to cool completely.
4. To Make Filling: Cream butter and icing sugar in bowl until light and fluffy. Blend in vanilla, marshmallow creme and milk. Spread on the flat sides of half of the cooled cakes; top with remaining cakes