Prepare cookies according to instructions on the box, making 15 large cookies.
Place icing sugar, butter and milk in a medium bowl. Using an electric mixer, beat on low speed for 30 seconds to combine. Increase speed to high and mix for 3 minutes, scraping down the sides of the bowl occasionally. Beat in a couple of drops of food colouring, adding more as required until you form a red icing.
Once cookies have cooled, cut each one in half and spread the bottom of each half with icing. Place mini marshmallows side by side along the curved edge of half the cookies (you will need 9 marshmallows per cookie). Top with remaining cookies. Place a slivered almond either side of the centre 3 marshmallows, pressing into the icing slightly to adhere.
Tips
Place an extra marshmallow at the back of the cookies if you find they need the extra support.
Store assembled cookies for up to 3 days in an airtight container.
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