In a bowl add your dry ingredients and stir together until combined. Add butter and rub together until fine bread crumbs.
Add the oil and egg and stir together until you get a rough dough. Using your hands bring the mixture together to form a dough.
Leave to chill for 5 mins in the fridge.
Preheat the oven to 180℃ and Line a baking tray with baking paper.
Divide the dough into 8 balls and flatten it out in your palm, add the marshmallow and using the dough, cover it using your palms. Roll into the granulated sugar and chill for 5 mins.
Bake for 10 -12 mins until just baked through, the cookie will have spread and the marshmallow will have melted. It is ok if the marshmallow has burst out onto the baking tray.
Wait for 2 minutes before using a flat spatula to transfer them onto a wire rack.
Leave to cool for 10 mins before eating.