Bake cookies as directed on package. Cool completely, about 10 minutes.
Meanwhile, in medium bowl, combine 1/2 cup of the powdered sugar and the marshmallow creme; mix until well blended.
On surface sprinkled with powdered sugar, knead in remaining 1 1/2 cups powdered sugar. Shape mixture into two 12-inch ropes. Cut ropes into 2-inch pieces. Place 1 piece between 2 cookies; gently press together. Repeat with remaining cookies and marshmallow pieces.