Heat oven to 350 degrees. Beat first 4 ingredients in large bowl with mixer 2 minutes. Stir in melted chocolate and food coloring. Drop 2 tablespoons batter, 2 inches apart, into 36 mounds on baking sheets sprayed with cooking spray. Bake 12 to 14 minutes or until toothpick inserted in centers comes out almost clean. Cool on baking sheets 3 minutes. Remove to wire racks; cool completely.
Microwave marshmallows in large microwaveable bowl on high 2 minutes or until melted, stirring after 1 minute; cool slightly. Add cream cheese; mix until blended. Gently stir in Cool Whip. Spread 2 tablespoons marshmallow mixture on bottom side of each of 18 cookies; top with remaining cookies. Sprinkle with sugar before serving.