Melt the butter in a large non-stick pan over low heat. When melted, add the chopped kadyif, stir, and toast until deeply golden and crunchy. When golden, remove from the pan and let cool.
Add the toasted kadyif to a bowl and stir in the pistachio cream, tahini, and a pinch of salt. Mix well.
Use a cookie scoop and scoop out the filling on to a parchment paper lined cookie sheet. When all the filling is scooped up, place the cookie sheet in the freezer to firm up.
While the filling is in the freezer, make the chocolate marshmallows. Add the butter and marshmallows to a non-stick pan and heat gently over low heat while stirring.
When the edges of the marshmallows soften, stir in the cocoa powder and milk powder. Stir until smooth, removing from the heat if necessary.
Immediately pour the melted chocolate marshmallow mixture onto parchment paper or a lightly oiled cutting board.
Take the prepared filling balls out of the freezer.
Divide the chocolate marshmallow into 6 even pieces and use lightly oiled hands (or wear gloves and lightly oil them) to press the chocolate marshmallow into flat rounds.
Place a ball of the prepared Dubai filling into the middle of the chocolate marshmallow, enclose and pinch to surround the filling. Repeat as needed. Finish by dusting all of the cookies generously with cocoa powder.