Position an oven rack in the middle of the oven and preheat the oven to 375 degrees F. Place the bread cubes into a large mixing bowl.
In a large measuring cup, whisk together the milk, cocoa powder and egg. Pour the liquid mixture on top of the bread, then add the chocolate chips and marshmallows. Gently stir and make sure all the bread is covered with the liquid.
Butter two 16-ounce oven-safe ramekins. Add 1 tablespoon of graham cracker crumbs to each and tap them all around to coat the insides completely with crumbs. Evenly divide the bread pudding mixture between the ramekins and top with more chocolate chips and marshmallows, if desired. Place the ramekins on a large baking sheet to help catch anything if it overflows.
Bake, uncovered, 30 minutes. If the marshmallows start to turn too brown during the baking process, you can lightly cover with foil.
Let cool for 10 to 15 minutes before eating. Be careful-the middle is still really hot!
For fun, you can carefully use a kitchen torch and lightly toast the marshmallows on top even more for that campfire effect.