Both ethanol and Alcohol burns cleanly and quite completely, so there are no methanol molecules in the flame that could land on your marshmallows and harm your health.
I've cooked marshmallows on ethanol flames several times and still do without any ill effects so I would say in my opinion and based on the companies that make ethanol based products opinions that it is very safe to cook and roast marshmallows or any other food over ethanol based flame.