Melt the chocolate candy melts in a microwave-safe bowl in 30-second bursts, stirring between each until smooth.
Spoon melted chocolate into four silicone half-sphere molds, spreading it up the sides to form an even shell. Chill until firm, then add a second thin coat and chill again.
Fill four of the shells with 1 tablespoon hot cocoa mix and 10 mini marshmallows each.
Warm the remaining chocolate if needed, then use it to seal the edges of the filled shells with the empty halves. Smooth the seams and chill until solid.
Heat the milk in a small saucepan over medium heat until steaming but not boiling.
Place one bomb in each mug, pour the hot milk over it, and stir gently until the shell melts and the marshmallows rise.