Place each type of chocolate in a microwave-safe bowl, and melt according to package directions until smooth and creamy. Add white chocolate to milk chocolate bowl and partially stir so the chocolate looks marbled.
Spoon chocolate into the silicone molds, making sure to coat the inside completely. Place molds in the frigerator, and let harden for 15 minutes. Remove molds and carefully remove the chocolate half spheres.
Heat a small plate in the microwave. Place one half-sphere, open side down onto the plate for a few seconds. This will melt just the edges. Remove from the plate and fill the chocolate cup with 1 heaping teaspoon of hot chocolate mix, about 5 mini marshmallows, and 1 teaspoon Rum Chata (if using).
Place another half-sphere on the hot plate with the open side down to melt the edges. Remove from the plate and immediately place over a filled chocolate cup. Hold in place for a few seconds to make sure the top and bottom edges are melted together to form a ball. You may need to smooth the seam with your finger. Repeat with remaining half-spheres.
When all the Cocoa Bombs have been formed, place them in the refrigerator for 30 minutes, until the chocolate is completely set. Remove from the fridge and place on a cookie sheet.
Melt the leftover chocolate in a microwave-safe bowl for 15-second intervals, stirring between each interval, until smooth. Place the melted chocolate in a pastry bag; set aside.
Lay 6 chocolate chip cookies on the cookie sheet and pipe about 1/2 teaspoon of melted chocolate on top of one cookie and then set one hot chocolate bomb on top of the chocolate. Press gently to stick the bomb to the cookie. Pipe some more chocolate over the top of the bomb and sprinkle with crushed chocolate chip cookies.
Heat milk and remaining Rum Chata (if using) in a saucepan until almost simmering.
Place one hot chocolate bomb in the bottom of a large mug, and pour the heated milk mixture over the top. The hot chocolate bomb will melt and the marshmallows will float to the top. Use a spoon to stir in the cocoa mix and enjoy!
For nutrition, 1 serving = 1 hot chocolate bomb, 1 cup milk, and about 2/3 ounce Rum Chata