Combine the marshmallows, milk, sugar, cocoa powder and coffee in a saucepan and cook on low flame till the marshmallow melts and combines well. Cool completely.
Whip the cream into soft peaks. Fold in the marshmallow cream and the rest of the ingredients till well combined.
Divide into 6 small glasses and refrigerate for four hours till set.
Notes
I have kept the sugar minimal because marshmallows and the chocolate used will be sweet itself. Increase as per tasteness.