Hmm.
I think you could probably breed full-sibling chicks for at least one generation, maybe two, but you should probably add at least a few more birds before you go much further than that.
If you want clans, maybe set up each clan with some new hens from the various breeds you want (one breed per clan could make up to 4 clans), and the original roosters can be Sampson, Marshmallow, and one or two males descended from the Cookie/Marshmallow pairing. Then if you swap cockerels from one clan to another, they will all have different mothers, so there won't be too much inbreeding overall, even if you follow the pattern for quite some years. Each clan will have a heavier influence from whichever hen breed went into it at first, but they will all have some influence from the other breeds as well, because of swapping cockerels around.
Possible starting pens might be:
Since Marshmallow already has a Black Copper Marans mother, and his father was Sampson (Golden comet x Golden duckwing pheonix), he might have a pen of Cream Legbar hens. That makes all 4 breeds represented in one pen.
Because Sampson is already Golden Comet x Golden Duckwing Phoenix, he might get a pen of Black Copper Marans hens or Cream Legbar hens (but Cream Legbars would overlap with what Marshmallow gets, so maybe give Marans to Sampson.)
Any breed of hens might get a son of Marshmallow & Cookie, but Golden Comets or Golden Duckwing Phoenix are the ones I didn't already suggest a rooster for. I don't know if you want any more Phoenix traits or not-- if you don't want any more of that, go with Golden Comets for a third pen and don't bother having a fourth pen.
You could do a spiral mating system (pullets stay in the clan they came from, cockerels move to the next pen over to produce chicks with the pullets there.) Or you could interbreed within a clan for several generations, then swap some birds from one clan to another and interbreed within a clan for a while longer.