I like trying my hand at doing iconic foods from scratch. Jam It, Pickle It, Cure It, is an excellent guide for doing so. Marshmallows make an appearance, along with graham crackers, toaster pastries, and chocolate sandwich cookies (oreos).
The cookie part is a crumbly chocolate cookie batter, rolled out and cut with cookie cutters. The white icing is a simple mix of confectioner's sugar, corn syrup (we used honey instead), and evaporated milk. Sandwiched together they look much like an oreo.
If you bite into one expecting an oreo, you will be disappointed. The cookies are the crisp wafers you might expect, they're too thick and soft. (Much of which is my fault, they should've been rolled thinner). The other major faux pas was substituting honey for corn syrup. I thought the honey might add flavor and intrigue, but it merely overpowers.
That said, our sandwich cookies are good, maybe excellent, if only judged on their own merit without consideration for their iconic relative.