PREPARATION:

1. Preheat oven to 350°F. Grease cookie sheets.
2. Remove dough from wrapper; place in large bowl. Let dough stand at room temperature about 15 minutes.
3. Add cocoa to dough in bowl; beat at medium speed of electric mixer until well blended. Drop dough by rounded teaspoonfuls onto prepared cookie sheets.
4. Bake 8 to 10 minutes or until set and no longer shiny. Remove to wire rack; cool completely.
5. For filling, combine marshmallow creme and cream cheese in medium bowl; beat at medium speed of electric mixer until well blended. Place 1 tablespoon filling on flat side of cookie. Top with second cookie; press down to allow filling to squeeze out slightly between cookies. Roll filled edge in chopped nuts. Repeat with remaining cookies, filling and nuts.