Chill silicone half-sphere molds on a parchment-lined sheet pan in the freezer for 5 minutes to help the shells set quickly. Make sure molds are completely dry.
Stir together the cocoa mix, espresso powder, and sea salt in a small bowl; set aside for filling.
Melt 2/3 of the chopped chocolate in a heatproof bowl set over barely simmering water (do not let the bowl touch the water), stirring until smooth. Remove from heat and add the remaining 1/3 chocolate, stirring until melted and the chocolate is shiny and slightly thickened.
Spoon a small amount of melted chocolate into each chilled mold cavity and brush it up the sides to coat in a thin, even layer. Freeze for 5 minutes.
Apply a second thin coat of chocolate, focusing on strengthening the rims. Freeze again for 5 minutes, then carefully unmold the half-spheres onto the cold sheet pan.
Warm a dry nonstick skillet over low heat for 30–45 seconds, then remove it from the burner. Place 6 half-spheres open-side up as your bases.
Fill each base with 1 1/2 tablespoons of the cocoa mixture and 5–6 mini marshmallows. Work quickly so the shells don’t soften.
To seal, briefly touch the rim of an empty half-sphere to the warm skillet to melt the edge (1–2 seconds), then cap it onto a filled base and hold gently for 5–10 seconds. If needed, swipe a thin line of melted chocolate over the seam to secure. Chill for 10 minutes to set.
Optional finish: Rewarm a tablespoon of remaining chocolate and drizzle over the bombs. To serve, place a bomb in a mug and pour in 8–10 ounces of very hot milk. Stir until fully melted and frothy.