Preheat the broiler. Place marshmallows in an even layer on a baking sheet. Place the sheet on the middle rack in the oven and bake for 1 to 2 minutes. Keep a close eye on them, so that they don't scorch since it can happen pretty quickly. When the marshmallows are golden brown, remove the pan from the oven; set aside.
In the bowl of a stand mixer, fitted with a paddle attachment, beat the cream cheese, powdered sugar, and vanilla together until smooth. Add in the toasted marshmallows, and beat on high until marshmallows have broken up and mixture is smooth. Fold in 1 1/2 tubs (about 4 1/2 cups) of the whipped topping. Transfer filling to a pastry bag or a gallon-sized ziploc bag with the tip of the corner cut off.
In a medium bowl, whisk together the pudding mix and milk until smooth and thickened. Fold in about 2 cups of whipped topping. Transfer pudding to a pastry bag or a gallon-sized ziploc bag with the tip of the corner cut off.
To assemble, cut the brownies into cubes, then layer half of the brownies equally among 8 pint-sized mason jars. Pipe half of the marshmallow mousse into each jar. Crumble or chop two Oreos into each jar. Add another layer of brownie cubes (using up the last half of the brownies), followed by the rest of the filling. Pipe chocolate pudding equally among the jars. Spoon or pipe more whipped topping into each jar. Top with mini marshmallows and toast with a handheld kitchen torch.