I recommend getting all of the ingredients ready in the blender and then toasting the marshmallows. You want your marshmallows gooey and hot when you throw them in the blender so they incorporate nicely. Marshmallows tend to get sticky and harden upon cooling down.
3 scoops vanilla ice cream (use a high quality ice cream or make your own)
1 tablespoon whole milk
I large dollop of plain yogurt
5 Kraft Jumbo Jef-Puffed marshmallows (or homemade)
Toast marshamllows under a broiler, or, if you're frisky, over a flame until they just start to blacken evenly (the trick is to make sure it's evenly toasted and dark, but not turned to charcoal).
Put the milk, yogurt, and then ice cream in the blender. Blend carefully, just until you get a "donut"—when you see the shake holding to the sides of the blender with a hollow core.
Add three of the toasted marshmallows to the blender, and whirl it just until they're all broken up and distributed evenly. Be careful not to overblend it, making it too melty.
Pour shake into a glass, top with a dollop of whipped cream, break the last two marshmallows on top, and serve with an extra-wide straw.
Repeat if necessary. And it will probably be necessary