Divide the chocolate into pieces and chop roughly. Bring milk to the boil in a small pot while stirring. Add sugar and cocoa and dissolve while stirring constantly. Add chopped chocolate and melt. Remove finished chocolate from the stove.
Scratch the pulp out of the vanilla pod with the back of a kitchen knife. Stir the vanilla pod and pulp into the hot chocolate and let it steep for 4-5 minutes. Remove the pod. If necessary, reheat the chocolate again.
Stir in nutmeg. Sprinkle with marshmallows. Ohhh...