Preheat the broiler.
Place the doughnut halves, cut-side up, on a baking sheet. Top half with a piece of chocolate. Top the other half with marshmallows.
Broil until the chocolate is melted and the marshmallows are melted and toasty brown, 2 to 3 minutes; keep a close eye on the marshmallows, as they can burn quickly!
Remove from the oven, let cool for 1 minute, and then sandwich the marshmallow halves and the chocolate halves together. Serve immediately.