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Preheat oven to 350F, spray a donut tray with cooking spray.
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In a saucepan over medium heat, melt the chocolate with the buttermilk.
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In a bowl, cream the butter, egg, and sugar together.
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Incorporate the melted chocolate, flour, yeast, and vanilla.
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Stir constantly until uniform.
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Fill the donut pan with batter.
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Bake for 15 minutes or until done.
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Remove pan from the oven, and let cool.
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Prepare sugar glaze by whisking together powdered sugar, milk, and vanilla. Dip ½ of each donut in glaze and top with grated chocolate and marshmallows.
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Serve and enjoy.