Imagine that you are sacrificing innocent beings to Shrek as you slowly cook them to prepare for the sacrifice.
You shouldn't burn it too much because I touched my marshmallow right after I got it out of the fire and I got a blister. >.<
Hold it over the fire until it starts turning golden brown. Peel it, and repeat. Peel it, and repeat again. Finally, peel it and eat it. The peel is delicious, and the final product is lovely and sticky.