Gather all your ingredients and tools. You’ll need a mixing bowl, a whisk, a deep fryer or a heavy pot, and a slotted spoon.
In a medium bowl, whisk together the all-purpose flour, baking powder, salt, and cinnamon if you’re using it. In another bowl, beat the large egg and mix in the milk until it’s well combined. Gradually add the dry ingredients to the wet mixture. Stir gently until everything is just combined.
Pour enough vegetable oil into your deep fryer or heavy pot to submerge the marshmallows. Heat the oil to 350°F (175°C).
Take each mini marshmallow and dip it into the batter, ensuring it’s fully covered. After that, roll it in the breadcrumbs.
Carefully drop the coated marshmallows into the hot oil. Fry them in small batches for about 1-2 minutes or until they turn golden brown.
Once the marshmallows are golden brown, use a slotted spoon to remove them from the oil. Place them on a paper towel-lined plate to drain any excess oil. Let them cool for a minute, then dust with powdered sugar before serving.