Pour candy melts into a heat-proof bowl.
Place 1" of water in a saucepan and bring to a simmer.
Set bowl of candy melts over the simmering water. Note: bottom of the bowl should not be touching the water and the water should not be boiling.
Stir candy melts every few minutes until melted. Remove from heat.
Using a silicone pastry brush, paint the candy melts into the silicone sphere mold. This is a thin coat - a second coat will be added after the first coat sets.
Place molds in refrigerator for 10 minutes or until candy melts are set.
Paint a second coat of candy melts in the sphere mold. Make sure to cover any thin spots. Place molds back in refrigerator for another 10 minutes.
Gently remove the spheres from the mold by pushing up gently from the bottom. Use gloves to prevent fingerprint smudges.
Lightly heat the bottom of a cake or sheet pan by placing on a stove burner or using a kitchen torch. Place one of the spheres, round side up, on the warm surface until it just begins to melt.
Place this sphere on a cookie sheet and fill with 2 tablespoons cocoa mix and 10 - 12 mini marshmallows.
Place another sphere on the warm pan until it just begins to melt. Immediately place this sphere on the filled sphere. These melted edges should line up and create a bond between the two spheres. Repeat for remaining spheres.
Decorate as desired.
Place bomb(s) in a mug, heat milk until steaming and slowly pour over the bomb. Wait a few minutes then stir until melted. Note: check the temperature of the drink before serving to children to ensure it isn't overly hot.