Combine flour, cocoa, baking soda and salt in bowl; set aside.
Combine milk and vanilla extract in measuring cup; set aside. Beat egg and oil
in bowl of electric mixer until combined.
Add sugar to egg-oil mixture; beat until pale yellow, about 3 minutes. Add flour
and milk mixtures alternately to egg mixture, beginning and ending with flour mixture.
Drop about 1 tablespoon of the batter onto greased cookie sheets, 2 inches apart.
Bake until top springs back lightly when touched, 5 to 7 minutes. Remove to wire
racks to cool.
Filling: Combine Marshmallow Creme, confectioners' sugar, butter and vanilla
in bowl of electric mixer. Beat on medium speed until fluffy, about 2 minutes. Spread
filling between 2 cake halves to make sandwich.