Is there a way to stop marshmallows from melting off the stick?
If you can, just get better marshmallow skewers/forks. If there are two prongs on the end, the marshmallow can't rotate. (And as long as you're not holding it at a really steep angle, they'll have a hard time sliding off the end too.)

You can get fancy ones with nice handles, but just plain metal is fine. And it doesn't have to be super strong, so you can probably even just make some out of reasonably thick/stiff wire or metal coat hangers.

The ones I grew up using (for marshmallows and hot dogs) looked like this:



(though I always put the marshmallows on straight).

I couldn't quickly find a picture of exactly the same shape, but if you're wanting to try to make your own, this is what I'd go for:

&lt;===&gt;----------&lt;===


A loop on the end to give you something to hold, then repeated twists through the middle section to make it stronger, then opening up into the two-pronged fork on the end!