Melt chocolate in double boiler over simmering water, stirring frequently. Meanwhile, heat cream to boiling. Remove from heat and pour over chocolate, whisking until smooth. Stir in peanut butter until blended. Cover. Refrigerate several hours or overnight.
To assemble, whisk chocolate mixture to loosen and lighten. Pipe 2.5 oz. onto each of 7 small dessert dishes. Refrigerate until ready to use.
When ready to serve, sprinkle each with 1/2 oz. cookie pieces and top with 1 marshmallow that has been browned with a kitchen torch.