How to Make It
Prepare the Macaron Shells: Sift powdered sugar, almond flour, cocoa, cinnamon, and cayenne into a large bowl, pressing with a rubber spatula. Discard any unsifted flour solids.
Beat egg whites and cream of tartar with an electric mixer fitted with a whisk attachment on medium speed until frothy, about 1 minute. Gradually beat in granulated sugar. Increase speed to high; beat until stiff peaks form, 2 to 3 minutes.
Gently add powdered sugar mixture to egg white mixture; fold together using a rubber spatula. Continue folding until batter is loose and shiny and you can lift batter with spatula and draw a “figure 8” with the batter.
Line 2 baking sheets with parchment paper. Transfer batter to a large piping bag fitted with a 1/2-inch round tip. Pipe quarter-sized dough rounds, spaced 1 1/2 to 2 inches apart, on prepared baking sheets (you will have about 44 rounds). Working with 1 baking sheet at a time, hold both sides of baking sheet in hands, and bang bottom of baking sheet on work surface until all air bubbles have been released from dough rounds and the tops of rounds are flat, 4 to 6 times. Let stand at room temperature until each dough round forms a dry shell (you should be able to gently run your finger on top of the macaron and it is no longer sticky), 30 minutes to 1 hour. Meanwhile, preheat oven to 325°F.
Bake in preheated oven in 2 batches until “feet” have grown and Macaron Shells do not jiggle when tapped gently on the tops, 13 to 15 minutes. Remove from oven. Transfer baking sheets to wire racks, and let Macaron Shells cool completely, about 30 minutes.
Meanwhile, prepare the Marshmallow Filling: Stir together marshmallow creme, powdered sugar, and butter in a small bowl until thoroughly combined (do this by hand, as an electric mixer will break down the creme). Snip 1/2 inch off 1 corner of a large piping bag; fill bag with Marshmallow Filling.
Pipe about 1 tablespoon Marshmallow Filling onto each bottom of half of the Macaron Shells; top with remaining Macaron Shells. Lightly dust macarons with cocoa.