Put the oven rack in the middle position and preheat the oven to 350 degrees F. Lightly oil a pie pan.
Make the crust:
1. In a bowl, combine the graham cracker crumbs along with the oil, sugar and salt. Mix until well combined. Press evenly on the bottom and up the sides of the pie pan. Bake until crisp; 12 to 15 minutes, then cool on a rack to room temperature, about 45 minutes.
Make the Chocolate Cream Filling:
1. Place oven rack in the middle position and preheat to 350 degrees F.
2. Put the chocolate in a large bowl. Heat the cream just to a boil in a heavy saucepan, then pour hot cream over the chocolate. Let stand 1 minute; gently whisk until the chocolate is melted and the mixture is smooth. Gently whisk in the egg and a pinch of salt until combined. Pour into crust (crust will be half full).
3. Cover edge of pie with a pie shield or foil and bake until filling is softly set and trembles slightly in the center when gently shaken, about 25 minutes. Cool pie to room temperature on a rack, the filling will firm as it cools, about 1 hour.
Make the Marshmallow Topping:
1. Sprinkle gelatin over 1/4 cup cold water in a large deep heatproof bowl and let stand until softened, about 1 minute.
2. Stir together the sugar, corn syrup, a pinch of salt and the remaining 1/4 cup water in a clean 1 to 1 1/2 quart heavy saucepan. Bring to a boil over moderate heat, stirring until the sugar is dissolved; boil until candy thermometer registers 260 degrees F.
3. Begin beating the water and gelatin mixture with an electric mixer at medium speed; carefully pour in hot syrup in a slow steady stream (avoid pouring the hot liquid on the beaters). When all of the syrup is added, increase the speed to high and beat until the mixture is tripled in volume and very thick, about 5 minutes. Add vanilla and beat until combined. Immediately spoon topping onto the center of the pie filling; it will slowly spread to cover the top of the pie. Chill, uncovered 1 hour, then cover loosely with a oiled plastic wrap and chill 3 hours more.
Brown the Topping:
1. Preheat broiler. Place the pie on a baking sheet; cover the pie edge with pie shields or foil and broil 3 - 4 inches from the heat; rotating the pie as necessary until the marshmallow topping is golden brown, about 3 minutes.
2. Cool for 10 minutes. Slice the pie with a large heavy knife dipped in hot water and then dried with a towel before cutting each slice.
Cook's Note: The pie, before browning, can be made and chilled for up to 1 day.