Cream butter, peanut butter, and sugars in the bowl of an electric mixer fitted with the paddle attachment. Add pudding mix and blend until combined.. Add eggs and vanilla and beat until combined. Mix in baking soda and flour. Stir in chocolate chips and mini marshmallows. Chill dough for at least 30 minutes.
When ready to bake, preheat oven to 350°F. Line cookie sheets with parchment paper.