Butter a square, 8 in. (20 cm) baking tin and line it with a piece of parchment paper long enough to hang over the edges on both sides.
Melt butter in a saucepan over medium heat. Add marshmallows, stirring constantly until melted.
Add cereal and cookies. Stir quickly to coat them with melted marshmallows. Pour mixture into baking tin and flatten. Cover and let sit at room temperature for one hour or until set.
Remove from tin. Place on work surface and cut into 16 cubes. Thread a cube and a marshmallow onto a skewer. Quickly brown marshmallow with a small kitchen torch.