Preheat the oven to 210°F (100°C). Bring the heavy cream to a boil in a saucepan. Remove from heat, add 4 marshmallows, let them melt, then whisk until smooth.

Mix the egg yolks with the marshmallow cream mixture. Pour the mixture into 4 crème brûlée dishes and place a marshmallow in the center of each.

Bake the custards for 1 hour in a water bath, then let them cool to room temperature. Sprinkle brown sugar over the tops and caramelize with a kitchen torch.