Preheat oven to 350 degrees F.

Butter an 8 by 8-inch baking pan.

To make the bread pudding. Put the brioche in a large bowl. In a medium bowl, whisk egg, yolks, and sugar until combined. Add milk, butter, brandy, and melted chocolate and whisk until combined. Pour mixture over cut brioche and let rest for 5 minutes. Add chopped chocolate, 1/4 of the marshmallows, and toasted pecans and stir gently to mix. Pour into buttered pan and cover aluminum foil. Put in a large roasting pan and place in oven. Pour hot water into the pan until pan is 1/2 full. Bake for 30 minutes. Remove foil and bake 15 minutes more, or until an inserted toothpick or knife is removed clean.

To make the marshmallow sauce. In a small pot, add 1/4 cup of water, bring to a boil, and add remaining marshmallows. Stir constantly until melted. To serve, cut a 1/2-inch square of bread pudding and garnish with some sauce. Serve immediately.