Preheat oven to 350°. Line 24 muffin cup with paper liners.
In a large bowl, combine cake mix, water, mayonnaise, eggs cinnamon and cayenne; beat on low speed 30 seconds. Beat on medium speed 2 minutes. Divide batter between prepared cups. Bake until a toothpick inserted in center comes out clean, 14-19 minutes. Cool in pans 10 minutes before removing to wire racks to cool completely.
Using an apple corer or melon baller, core center of cupcakes, leaving bottoms intact (save removed cake for another use). Cut a large hole in the corner of a pastry or plastic bag; insert a large round tip. Fill with marshmallow creme; fill cupcakes. Frost cupcakes and top each with a miniature marshmallow.