Spray 15x10x1-inch pan with cooking spray. Line pan with parchment; spray with additional cooking spray. Sprinkle clean kitchen towel with powdered sugar.
Prepare cake batter as directed on package, stirring cocoa powder into cake mix before beating with the water. Pour into prepared pan; spread batter to evenly cover bottom of pan. (Pan will be full.)
Bake 20 to 22 min. or until top of cake springs back when touched in center.
Meanwhile, microwave 1-1/2 cups marshmallows and 1 cup milk in large microwaveable bowl on HIGH 2 min. or until marshmallows are completely melted and mixture is well blended when stirred. Cool 10 min. Add dry pudding mixes and remaining milk; beat with mixer 2 min. Gently stir in 1-1/2 cups COOL WHIP. Refrigerate until ready to use.
Remove cake from oven; cool 10 min. Immediately invert cake onto prepared towel; remove pan. Carefully peel off and discard parchment. Starting at one short side, roll up cake and towel together. Cool cake completely on wire rack.
Unroll cake; remove towel. Spread pudding mixture onto cake. Reroll cake; wrap in plastic wrap. Refrigerate 1 hr.
Unwrap cake just before serving; place, seam side down, on platter.
Microwave chopped chocolate and remaining COOL WHIP in microwaveable bowl 1 min.; stir. Repeat in 15-sec. intervals until chocolate is completely melted and mixture is well blended. Stir well. Cool 5 min.
Drizzle melted chocolate mixture over cake; top with graham pieces and remaining marshmallows.
