Honestly - yes - trust me, chilling them is worth it! By refrigerating the cookie dough balls before baking, you're helping to prevent too much spreading. This means you'll get softer chewier cookies. This also means your marshmallows are less likely to melt through to the bottom of the cookies. This is a common issue with baking with marshmallows and can cause a hole in the middle of your cookie. I recommend chilling for an hour, but you can also chill for up to 2 days. If you want to bake more quickly, you can freeze for half an hour.