How do you form Marshmallow Ropes?
Have you tried using a marshmallow recipe that is only made from gelatin and cooked sugar syrup (sugar, water, and light corn syrup to soft ball stage, 240 degrees F)?

I have made various piped marshmallows that will hold swirly shapes using this type of marshmallow recipe.  It is a bit more stable than the egg based recipes. The most important thing is to make sure that the marshmallow mixture is whipped to a nice fluffy, shiny, smooth stage (about 7-10 minutes on high speed) and piped very quickly into whatever form you want before it sets up using a large round tip.  Timing is of utmost importance here and you may lose some marshmallow during this process at home.

I would also recommend piping onto a silpat (silicone) lined sheet tray or a piece of wax paper that has been lightly dusted with a mixture of cornstarch and confectioner's sugar.