I haven't looked it up but I'm fairly sure that marshmallows as we know them today were not in existence during Musketeers times, though some variation was in existence. Let's just imagine they were.
Also I've only done this a handful of times and the last was quite a few years ago so I hope I can remember the experience well enough to accurately portray it.
The guys are on their way home and as the mission was of little importance and are only a few hours from the outskirts of Paris, they are in no hurry.
D'Artagnan was tending to the horses after dinner as usual when a sweet smell drifted towards him on the wind. Stopping for a moment he peered round Rodger's flank and saw Aramis' back as he tended the camp fire with Porthos was just coming towards him with an armful of wood. Athos was off at the nearby stream filling the water skins. Seeing nothing amiss he turned back to the horses, thinking that the sweet smell must just be some late blooming flowers nearby.
It wasn't until Porthos'
"Oi, Aramis, leave off. You've got your own," and Athos' exasperated
"leave d'Artagnan his share, stop being children" that he realised that something was different about this camp than any of the others he had joined his friends on and that he might be missing out on something.
Giving the horses one last look over, checking that they all were tied up with access to the grass at their feet, he went and joined his companions to see what the fuss was all about.
He found his three friends sitting on the logs round the roaring fire holding long branches with white blobs stuck on the end of each point, although Porthos' were rapidly turning black as his were on fire.
"Are you cooking marshmallows?" He asked, discovering the source of the sweet smell that had been distracting him earlier. Porthos just grinned at him and blew one of his burning marshmallows out and stuffed it in his mouth.
As he sat down Athos dropped a small leather bag in his lap and gave him a branch. He quickly loaded his branch with the sweet treats from the bag and joined in the fun.
"So what's with the marshmallows? Not exactly the usual Musketeer past time." He grabbed a hot mallow and juggled it between his fingers to cool it down before eating it. "Not that I'm complaining." He grinned around the sticky mess in his teeth.
"It's become a bit of a tradition," Athos answered, poking a mallow on his stick delicately with a finger, deeming it not melted enough and moving it back over the fire. "Every autumn we try to do this at least once. It started after Aramis getting a gift of marshmallows from one of his conquests. Turned out that Porthos had never experienced this so he shared them around. We decided that we liked doing it so much that the tradition started."
D'Artagnan turned to Porthos.
"You had never done this?"
"There never was any time for lavish sweets in the Court, we were just trying to find enough food to survive," he replied, shrugging.
"Back home my father would build a bonfire and all the farm hands and I would gather round and toast the marshmallows that my mother had made." D'Artagnan looked wistful. "It was our reward for helping bring in the harvest. I didn't think I'd ever get the chance to do this ever again."
Porthos punched him good naturedly in the arm.
"Well you're with us now lad, you'll get to do this many times in the future. If Aramis stops nicking other peoples marshmallows, get off!" He hurried to move his stick away from Aramis' sticky wandering fingers.
"I hope so," d'Artagnan replied. "I haven't tasted ones these so good since my mother died. My father tried to make them but they were never the same. "
"Well these are from Madam Fournier on Rue de la Blanche. She has a soft spot for Aramis so he gets a good deal for them. We're lucky that she is one mistress that doesn't have an angry husband to go after him!"
"I don't go after that many married women," exclaimed Aramis from across the fire.
"They may not be married but never the less you do somehow incur the wrath of a surprisingly large number of angry men!" retorted Porthos back.
"Gentlemen, this is not the time to argue. Eat your sweets and prepare for bed, we may not have to rise with the larks, but I would like to arrive back at the garrison sometime before supper time." Athos gave d'Artagnan a half smile at the old argument and squashed an adequately melted marshmallow between two biscuits that had been balanced on one knee. D'Artagnan copied him with his own biscuits and marshmallows, having to blow out the few on his stick that had caught alight during his distraction, and tried not to cover himself with crumbs and burn his tongue as he bit into the hot sandwich.
As the light faded the marshmallows were eaten and the four men settled down in their bedrolls for the night, bellies stuffed of sweet melted deliciousness.