Not surprisingly, marshmallows look like... marshmallows. A few major differences are the addition of horns, hands and feet, as well as faces. Females are slightly thinner than males.
Unfortunately for Marshmallows, they happen to taste delicious.
Nobody in their right mind would try to study marshmallows, though from what has been learned, they are in the process of developing a special poison to inject into themselves which will be harmless to Marshmallows, but fatal to anything else.