From the Roasting Rambler blog. He based this recipe on the taste of a roasted marshmallow shake (btw, it's a must try and posted on food.com). Two methods are given for roasting the marshmallows, but he highly recommends the torch method.
Move one of the shelves in your oven to the highest possible position and preheat the broiler at high for a few minutes. Meanwhile, line a large sheet pan with parchment paper or a silicon mat, spread the marshmallows over the pan in a single layer. Place the pan directly under the broiler and watching closely, let them start to brown. Once they start to toast, remove the pan and place in the refrigerator to cool completely. Then flip each marshmallow over and toast the other side. If the marshmallows start to expand too much make sure to remove them before they hit the heating element.
Torch method marshmallow toasting:
Spread the marshmallows out in a single layer on a sheet pan lined with parchment or a silicon mat (recommended). Light the torch and begin toasting the marshmallows. Should the marshmallows catch fire, blow them out. Be careful not to blow on the torch and mindful that you’re holding something that could burn down your house. You’ll need to rotate the marshmallows to toast each side, being careful as the marshmallows become extremely hot.
Making the ice cream base:
Transfer the toasted marshmallows to a blender. Put the milk and the vanilla bean and scrapings in a heavy bottomed pan and turn the heat to medium. Stir regularly. bringing the milk up to a light simmer (it should be steaming, but not boiling). While the milk warms, put the egg yolks, sugar and salt into a bowl and whisk together vigorously until the mixture is pale yellow.
Once the milk is hot, remove the vanilla bean and add about 1/4 cup of the milk to the egg yolk mixture while stirring. Once the milk and eggs are well mixed, add a litte more hot milk and mix again. This step tempers the eggs so that you don’t end up with scrambled eggs. Then pour the yolk/milk mixture into the milk in the pan and start stiring gently, but constantly. Allow the mixture to heat back up to steaming, making sure that the mixture doesn’t boil. The mixture should thicken up to about the consistency of heavy cream. Remove from heat and stir vigoursly for about 3 minutes to cool slightly and then pour into the blender with the marshmallows.
Cover the blender and run it for about a minute to mix well and then allow the mixture to sit for a couple of minutes (this helps the remaining marshmallow chunks to start breaking down). Run the blender again for about a minute and then add the vanilla and the cold cream and run the blender for about 30 seconds more. Pour the mixture into a bowl, cover then refrigerate for at least 8 hours. Right before churning in your favorite ice cream maker, whisk the ice cream mixture to throughly blend everything together. Churn according to the maker's instructions and allowing the ice cream to ripen (hard freeze) in the freezer for at least two hours.