Add the chocolate, sugar, milk, cocoa powder to a saucepan and place over a low/medium heat. Simmer 5 minutes: until the chocolate has melted and everything is combined. Remove from the heat and stir in the butter.
Spread this filling over the pastry that is on the baking sheet, leaving a 3/4 - 1 inch border. Dollop on marshmallow fluff using a teaspoon (alternatively, sprinkle over a good few handfuls of mini marshmallows).
Place the other pastry sheet over the top, making sure all the filling is covered. Crimp the edges using the end of a fork. Brush over the beaten egg (this gives it that golden shine).
Bake 20 minutes, until golden. Remove and let cool.