I mention making ones own marshmallows because I wonder why Japanese marshmallows (of which three varieties are pictured above) always seemed weird in texture and slightly off in taste to me relative to American ones. That is not to say Japanese ones are bad, but rather they weren't what I expected based on how I grew up. They seemed firmer and to have an almost perfumey aftertaste. I'm guessing that it has a lot to do with the type of gelatin that is used. Japanese ones likely use agar agar, which is derived from seaweed, and American ones (unless they are vegan) are likely made with animal bone.
At any rate, though I was not a fan of Japanese marshmallows, I did love the little daifuku-like concoctions like those above. In the U.S., we tend to coat the outside of marshmallows. In Japan, they tend to put something on the inside of them. These are usually small, tender pillows filled with beans jam, fruit-based jam, chocolate, or custard. The ones above from left to right have apple jam, custard pudding, and chocolate. I've reviewed some very awesome bean-jam-filled ones, and would strongly recommend those to anyone who runs across them. However, I'd still say avoid the plain ones, especially if your goal is toasting them. They just don't work well for that purpose.