Preheat oven to 350F.
Combine brownie mix, egg, butter, oil and water in a mixing bowl and stir by hand until blended. Pour into pie crust. Drop dollops of peanut butter on top and then use a spatula to swirl it into the brownie batter. Bake for 20 minutes, until a toothpick inserted into the middle comes out with just wet crumbs.
Top with marshmallows. Bake for an addition 3 minutes and then broil until they are golden brown. Remove and let cool on a wire rack. It's best to served after an hour or two out of the oven, but if you do serve it later I suggest microwaving your slice for a few seconds to get the marshmallows nice and fluffy again!