Preheat oven to 375 degrees and grease a large muffin tin (see note for using regular size muffin tins with 8-ounce croissant packages).
Place your melted butter in a small bowl. Stir together sugar and cinnamon in a second bowl.
Open croissant package and unroll croissant dough. Use a sharp knife or pizza cutter to cut through perforated lines to separate the triangles of dough.
Dip a marshmallow in the melted butter, then roll in the cinnamon-sugar mixture. Place on the wide end of a croissant dough triangle and roll to cover the marshmallow. Be sure to pinch the sides tightly so that the marshmallow is completely covered with the dough and to prevent leaking.
Dip one half of the rolled croissant roll in the butter, then the cinnamon-sugar mixture so that the roll is halfway covered in cinnamon-sugar. Place in greased muffin tin with the cinnamon-sugar half facing up. Repeat process with remaining marshmallows and croissant dough.
Bake in preheated oven for 10-12 minutes until golden around the edges (11 minutes tends to be perfect for me). While the cinnamon rolls are baking, prepare the icing.
To prepare the icing, cream together the softened butter and cream cheese. Mix in powdered sugar, vanilla, and 3 tablespoons of milk. Add more milk as needed until mixture is smooth and easily spreadable (you don't want it too thin as it'll melt a bit on the warm cinnamon rolls).
Allow cinnamon rolls to cool slightly (they will be filled with HOT gooey cinnamon mixture inside) before removing from moving tins and topping with a drizzle or dollop of icing. Gently pull apart to see the marshmallow has disappeared and reveal the empty tomb within!