Prepare the Cake: Preheat oven to 325˚F. Grease a metal 13- x 9-inch baking dish with cooking spray. Place butter and chocolate in a microwavable bowl. Microwave on HIGH, stirring every 30 seconds until melted, about 1 minute 30 seconds total. Whisk together sugar, eggs, and melted chocolate mixture in a medium bowl. Combine flour, cocoa, baking powder, and salt in a separate bowl; stir into melted chocolate mixture. Fold in pecans and vanilla.
Spoon batter into prepared baking dish. Bake in preheated oven until a toothpick inserted in the center comes out with moist crumbs, 20 to 21 minutes. Remove cake from oven, and cover top with marshmallows in an even layer. Bake at 325°F until marshmallows are just soft, about 2 minutes.
While cake is baking, prepare the Chocolate Frosting: Heat butter, milk, and cocoa in a medium saucepan over medium until butter is melted, about 2 minutes. Increase heat to medium-high, and bring mixture to a boil. Boil 1 minute, and then remove from heat. Whisk in powdered sugar and vanilla. Immediately drizzle cake with Chocolate Frosting. Let Frosting harden about 2 hours before cutting cake into squares.
Make the Cookie Cake: Preheat oven to 350°F. Grease a 10-inch springform pan with cooking spray and set aside.
Cream together butter and sugars for 3 minutes. Add egg and egg yolk, and beat for an additional 2 minutes. Add vanilla extract and milk, and beat for another 2 minutes.
In a separate bowl, mix together flour, milk powder, salt, baking soda, and baking powder. Add to butter-sugar mixture, and mix on low until fully combined, about 1 minute. Add chocolate chips and fold into dough until evenly distributed.
Spread dough evenly into prepared springform pan, and bake until dough is just cooked through and the surface is lightly browned, 23 to 25 minutes. Allow to cool completely before removing from pan and frosting, about 1 hour.
Make the Chocolate Frosting: Beat all ingredients together until smooth and lightened in color, about 3 minutes.
Preheat oven to 300°F. Place butter and chocolate in a large microwave-safe bowl. Microwave on HIGH until completely melted, about 1 minute, stirring every 20 seconds. Add granulated sugar, and stir until well combined. Cool 10 minutes. Add eggs, 1 at a time, and stir until blended after each addition. Fold in all-purpose flour and salt. Stir in chopped toasted pecans and vanilla extract.
Coat a 9-inch square pan with cooking spray. Line bottom and sides of pan with parchment paper, allowing 4 to 5 inches to extend over sides. Coat parchment paper with cooking spray. Pour cake mixture into prepared pan.
Bake in preheated oven until a wooden pick inserted in center comes out clean, 45 to 50 minutes. Cool in pan on a wire rack 30 minutes. Lift cake from pan, using parchment paper sides as handles, and cool completely, about 30 minutes. Cut into squares, and dust with powdered sugar before serving.