For the doughnuts: Preheat the oven to 350 degrees F. Spray two 6-cavity doughnut pans with cooking spray (or bake in two batches).
Whisk together the flour, sugar, baking soda and cocoa mix in a large bowl. In a spouted measuring cup, whisk the buttermilk, egg, melted butter and vanilla. Pour the wet ingredients into the dry and mix with a spatula until just combined. Transfer to a gallon-size resealable plastic bag and snip off one of the bottom corners (you can also use a piping bag). Pipe the batter into the prepared doughnut pans.
Bake until the doughnuts are puffed and a tester inserted into the center comes out clean, about 10 minutes. Cool in the pans on a wire rack.
For the glaze: Meanwhile, combine the chocolate chips and cream in a heatproof bowl set over an inch of simmering water. Heat until melted, about 10 minutes, then stir until smooth.
Place the crushed graham crackers in a shallow bowl. Dip the tops of the doughnuts first in the glaze and then in the graham crackers. Top each doughnut with a marshmallow half, cut-side down, and toast the marshmallows with a kitchen torch before serving.
Propane gas torches are highly flammable and should be kept away from heat, open flame and prolonged exposure to sunlight. They should be used only in well-ventilated areas. Follow torch manufacturer's instructions for use.