Preheat oven to 350°F. Line a baking sheet with parchment paper and set aside.
In the bowl of your stand mixer fitted with the paddle attachment mix the butter cubes until smooth, about 1 minute. Add in both sugars and continue mixing on medium speed for 2 more minutes until light and fluffy, scraping the sides of your bowl as necessary.
Next add in the cocoa powder until evenly mixed.
With the mixer still on medium add in the eggs one at a time, vanilla, baking soda and salt and mix for 1 minute until smooth, scraping the sides of the bowl making sure everything is incorporated.
Turn the mixer to low and add in the flour, mixing until just combined.
Finally stir in the M&M's, marshmallows, pretzels and chocolate chips.
Using a large cookie scoop drop the dough onto the prepared cookie sheet (about 2 Tbsp size). These do not spread much, so they will be big fluffy cookies.
Add a few M&M's and marshmallows to the top so they bake up with pretty visible filling pieces.
Bake for 10-12 minutes until the edges are set. Centers might seem under-cooked, this is ok.
Allow the cookies to cool for 3 minutes on the cookie sheet and transfer to a wire rack to cool completely.