In a medium mixing bowl, combine the marshmallows, crackers, and chocolate.
Stuff the marshmallows in the cones.
Wrap the cones up with alumni foil, making sure it's completely sealed.
Push some of the coals away from the direct flames, place the cones on the coals. Turn the cones every minute. They will be fully cooked after 4-6 minutes.
Carefully remove them from the fire and allow them to cook enough to be able to unwrap the foil.