Preheat the oven to 350°F. Spray a baking sheet with nonstick cooking spray.
In a large bowl, mix together the cake mix, eggs, and oil.
Fold in the chopped pecans.
Using your hands or a cookie scoop, form the cookie dough into 12 balls and arrange on the baking sheet.
Bake cookies for 5 minutes. Remove the cookies from the oven
Top each cookie with a marshmallow.
Turn the oven to broil. Place the cookies back in the oven and broil for 1–2 minutes, or until the marshmallows are slightly toasted.
Remove the cookies from the oven. Press down on the marshmallows with a large spoon or spatula to evenly spread the marshmallow over the top of each cookie.