In a large bowl, stir together cookie mix, melted butter, egg, flour, and vanilla until a soft dough forms. Cover and refrigerate for 1 hour.
Preheat oven to 350°. Line baking sheets with parchment paper.
On a lightly floured surface, roll dough to ¼-inch thickness. Using a 2-inch triangle-shaped cookie cutter, cut dough, gently rerolling scraps to use all dough. Place 2 inches apart on prepared pans.
Bake until edges are golden brown, 9 to 11 minutes. Let cool on pans for 5 minutes. Remove from pans, and let cool completely on wire racks.
Spread red Buttercream Frosting onto cookies, leaving a ½-inch border at bottom of triangle. Pipe white Buttercream Frosting onto area at base of triangles, and sprinkle with sanding sugar. Pipe a dot of white frosting at top of triangle, and top with a marshmallow. Let stand until frosting is dry. Store in an airtight container for up to 3 days.
Recipe by Paula Deen Magazine at https://pauladeenmagazine.com/santa-hat-cookies-recipe/