Heat oven to 350°F. Let cookie dough stand at room temperature 10 minutes to soften. Line 2 large cookie sheets with Reynolds® Parchment Paper.
In large bowl, break up cookie dough. Add hazelnut spread, cocoa, chili powder and cinnamon. Beat with electric mixer on low speed about 2 minutes or until well blended.
Shape dough into 12 (2-inch) balls. Flatten each ball into 3-inch round. Shape 1 cookie dough round around 1 marshmallow half, covering completely. Repeat with remaining dough rounds and marshmallows. Place 2 inches apart on cookie sheets.
Bake 10 to 13 minutes or until surface of cookie appears cracked and marshmallow shows through. Cool 5 minutes; remove from cookie sheets to cooling racks. Cool 5 minutes. Serve warm. Store tightly covered.