In the bowl of a stand mixer, dissolve the yeast and warm water together. Add the sugar and let sit for 5 minutes.
Add the next 5 ingredients and mix the dough on medium low using your dough hook for 5 minutes while scraping down the sides of the bowl as needed.
Transfer the dough to a large, greased mixing bowl and cover with a damp towel. Let rise for 1 1/2 hours.
Preheat the oven to 400 degrees.
Turn the risen dough out onto a lightly floured surface. Using a rolling pin, roll the dough out into a rectangle at 1/4" inch thickness. You can add a little more flour as you go if you find that the dough is sticking.
Using a pizza cutter, cut the dough into triangles that resemble crescent roll dough.
Combine the sugar and cinnamon in a small bowl. Dip a marshmallow into the melted butter and coat the entire outside of it with the cinnamon/sugar mixture. Place the marshmallow onto the large side of one of the dough triangles and roll up. Pinch and squeeze the dough around the marshmallow to seal it.
Bake in the preheated oven for 12-14 minutes or until the tops of the rolls are golden. Let cool slightly before serving.