Put one marshmallow on each stick and then spread chocolate on each marshmallow. I have trouble dunking things in chocolate and getting them to look okay, so I used a table knife and simply spread the chocolate on the marshmallow.
Dunk each chocolate-coated marshmallow in the crushed cookies. A small dot of chocolate on the parchment works nicely to keep the marshmallows upright.
Refrigerate for 30 minutes to help the chocolate set up nice and firm but serve at room temperature, if you can wait that long.
If you don't have lollipop sticks you can also use tooth picks, or drink stirrers, or popsicle sticks. If I were making these for a kid's party I'd probably use popsicle sticks. There just seems to be too much sharp and pointy risk otherwise. In a pinch you don't even need the sticks but it makes things much easier in the assembly stage if you have a handle.
If you have trouble finding a graham cracker that is safe for your allergies, you can use any safe cookie that is crunchy. A vanilla cookie or a sugar cookie will mimic the original s'more look and flavor but a chocolate cookie would taste great as well.