Special equipment: A 7-inch springform pan (8- or 9-inch can also work)
For the graham cracker crust: Place the crackers and sugar in a food processor and pulse to break up the crackers, then process continuously until the crackers are crushed into fine crumbs, about 30 seconds.
Mix the graham cracker crumbs and melted butter together with a rubber spatula until combined. (The mixture will be thick.)
Spray a 7-inch springform pan with baking spray and line with parchment paper.
Press the crumb mixture into the bottom of springform pan. Use the bottom of a drinking glass or flat measuring cup to press the crumbs into the sides and bottom of the pan, making it as uniform and compact as possible. (The crust will be thick.)
For the frozen chocolate cheesecake: Put the cream cheese into the bowl of a stand mixer with fitted with the paddle attachment. Mix the cream cheese for 30 seconds to 1 minute. Slowly add the sweetened condensed milk and continue to mix on medium-high speed for about 2 minutes. Scrape down the sides with a spatula and then continue to mix for another minute. Turn off the mixer and add in the cocoa powder and confectioners' sugar.
Turn on the mixer starting on low, then increase the speed to medium-high and mix until incorporated, about 1 minute.
Remove the bowl from the stand mixer and fold in the whipped topping by hand.
Pour the mixture into the prepared graham cracker crust and place in the freezer for at least 2 hours or up to overnight. (If chilling overnight, remove the cheesecake from the freezer after 1 hour and cover with plastic wrap, then return to the freezer.)
When ready to serve, preheat the broiler. Remove the cheesecake from the freezer and run a sharp paring knife between edge of the springform pan and the graham cracker crust. Open the clasp on the pan and press up from the bottom, allowing the external ring to fall free of the bottom.
Place the cheesecake on a baking sheet and cover with marshmallows, allowing them to pile up and be stacked highest in the middle.
Place the cheesecake in the broiler and let broil until the marshmallows start to brown and melt together, 1 to 2 minutes. Carefully transfer the cheesecake to a serving plate. Sprinkle the cheesecake with the remaining graham cracker crumbs, if desired. Serve immediately.