In a large bowl, combine chocolate pudding and cocoa mix with milk. Whisk until fully incorporated.
Add Baileys and vanilla and whisk again. Pour into cups and refrigerate until thickened, 2 hours.*
Just before serving, top with whipped cream, a sprinkle of cocoa powder, sprinkles (if using) and marshmallow bits. Serve.
Notes
I let the shots set overnight and served in disposable plastic shot cups. Depending on how much you fill the cups, you may get a few more or less than the recipe indicates. I made the recipe x5 to yield approximately 60 shots.