Soak the gelatine leaves in enough cold water to cover the leaves. Let it sit for 5 minutes.
After 5 minutes, squeeze out the gelatine leaves and place them in a small mixing bowl of your stand mixer. Attach the whisk attachment and add the 32g of water to the gelatine leaves. Whisk on medium.
While the gelatine is whisking, place the 24g of water in a small saucepan, along with the caster sugar. Over low heat, bring the mixture to a boil, making sure all of the sugar has dissolved.
Turn the mixer to low and gradually add the sugar syrup down the side of the bowl to avoid splashes. Add the vanilla, then turn the mixer to medium and whisk for another 10 minutes.
Transfer the marshmallow to a piping bag, snip off the end of the bag and pipe the marshmallow into the chocolate molds. Don't completely fill the molds, as you need enough space for the cookie base and the rest of the chocolate.