In the mixing bowl of a stand mixer, using the Whisk attachment, add the Butter, Sugar, Vanilla, and Egg, and blend until light and fluffy.
In a separate bowl, add the Flour, Baking Powder, and Cocoa, and stir well to blend.
Add the Flour mixture a little at a time and mix on low to blend, until all the Flour is added.
Continue to blend the Cookie dough until it's completely blended and a smooth ball starts to form.
Scrape down the mixing bowl as needed.
Line the bottom of an 8 X 11 inch pan with Parchment paper, and press the Cookie Dough mixture evenly into the bottom of the pan.
Bake at 350 for 30 to 40 minutes, or until the cookie dough begins to turn golden brown around the edges, and a toothpick inserted in the center comes out clean.
Remove from oven to a wire rack to cool completely.
Make the Cheesecake Filling:
In the mixing bowl of a stand mixer, place the softened Cream Cheese, Vanilla, Lemon Juice, and Heavy Cream, and mix with the whisk attachment until smooth and creamy.
Add the Powdered Sugar, until the mixture is thick and creamy.
Add the Hot Cocoa Mix (I used Swiss Miss) and mix until blended.
When the Cookie dough is cool, pour the Cheesecake filling on top of the Cookie Dough, filling the dish.
Smooth out evenly, and place Mini Marshmallows on the top, then sprinkle the Hot Cocoa Mix on top of the Cheesecake Filling, and Marshmallows.
Place the pan in the refrigerator overnight, or 24 hours for best results.
Cut in 3 X 3 inch pieces, serve, and Enjoy!