Preheat the oven to 350 degrees and line a baking sheet with parchment paper.
In a medium sized mixing bowl, cream together butter, white sugar, and brown sugar.
Add the egg and vanilla and mix well.
Stir in flour, chocolate pudding, baking soda, and salt.
Fold in 1 cup chocolate chips, 1/2 cup walnuts, and 1/2 cup marshmallows.
Use a 2 tablespoon cookie scoop or a spoon to create cookie dough balls - these balls will need to be stuffed with marshmallows to create the gooey center.
Pinch the cookie dough ball in half and put half of it on the baking sheet.
Top the cookie dough half with three marshmallows and place the other half of the cookie dough ball on top and seal in the marshmallows inside.
Once all of the cookie dough balls have been stuffed with marshmallows, top each cookie dough ball with chopped walnuts and bake for 10 minutes.
Remove from the oven and let cool on the cookie sheet for 8 minutes before transferring to a cooling rack, or let cool completely on the parchment paper.
If your cookies spread more than you like, immediately use a spoon after they come out of the oven to push the melted marshmallows back into the center of the cookie.