Preheat oven to 350 degrees F (175 degrees C). Grease cookie sheets.

In a large bowl, cream together 1/2 cup butter and 1 cup sugar until smooth. Beat in the egg, then stir in the 1/4 cup milk and vanilla. Combine the flour, 1/3 cup cocoa and baking soda; stir into the creamed mixture. Drop by heaping teaspoonfuls onto the prepared cookie sheet.

Bake for 8 minutes in the preheated oven. Remove cookie sheet and press marshmallow halves into the center of each cookie cut side down. Return the cookies to the oven for an additional 2 minutes. Remove from the oven and press lightly on the cookies to flatten slightly. Remove cookies to wire racks to cool.

To make the icing: In a small saucepan over medium heat, combine 1 cup sugar, 1/2 cup cocoa, 1/4 cup milk, 1 teaspoon vanilla and 1/4 cup butter. Bring the mixture to a boil, stirring occasionally, and let boil for 1 minute. Brush the cookies with the frosting then top each one with a pecan half before the icing sets.