Grease a 13-by-9-by-2-inch baking pan with butter or cooking spray.
In a large saucepan melt the butter over low heat. Add the marshmallows and stir until completely melted. Remove from the heat.
Add the Cocoa Krispies to the melted marshmallows and stir thoroughly but gently to coat the cereal.
Using a buttered spatula or wax paper spread the mixture into the prepared pan. Arrange the gummy worms on top. Sprinkle the crumbled cookies over everything, gently pressing them into the cereal mixture.
Set aside to cool. Once firm, slice into 2-inch squares.