Heat marshmallows, chocolate candy, and milk in a saucepan over low heat until marshmallows and chocolate are melted, stirring constantly. Allow mixture to cool completely.
Beat heavy cream in a large bowl until until stiff peaks form. Lift your beater or whisk straight up: the whipped cream will form sharp peaks. Gently fold cooled chocolate mixture in whipped cream until well mixed; pour into baked pie shell. Refrigerate until set, about 3 hours.