Preheat oven to 375-degrees F.
Generously spray a mini muffin pan with non-stick cooking spray. (You may skip this step if you are using a silicone pan.)
Place one piece of the refrigerated cookie dough into each well of the mini-muffin pan. Using your finger, indent each center by firmly pressing into the dough.
Bake the cookie cups for 12-14 minutes.
Remove the cookies from the oven, and while they’re still hot in the pan, use a wooden spoon (and a very gentle touch!) to shape the cookies into cup shapes.
Allow the cookies to rest in the pan for 30 minutes or until they are completely cooled. Carefully remove cookies from pan using a sharp knife if necessary.
Prepare the filling. In a medium, microwave-safe bowl, heat the heavy cream for one minute at high setting in the microwave until the cream begins to bubble.
Add ½ c. hazelnut spread to the heated cream, stirring well until the filling is smooth and creamy.
Using a spoon or a piping bag, fill each cookie with the hazelnut mixture and top with a few marshmallow bits. Set aside and allow the filled cookies to rest for 2 hours until the filling thickens.
Decorate. In a small, microwave-safe mixing bowl, melt the chocolate wafers at 30 second intervals and stir until completely melted and smooth.
Cut or break the loops from the chocolate-covered pretzels, dip the broken ends into the melted chocolate and attach to the cookie, creating a mug handle. You may have to hold the pretzel in place for a bit to ensure that it is secure.
Insert the paper straw pieces into the filling, and decorate the outside of the cookie mugs with holiday-themed sprinkles.
Serve and enjoy!