Sterno burns pretty cleanly and efficiently and puts off very little particles or chemicals when burned so it's safe to roast marshmallows and even other foods such as hot dogs etc on the Sterno cooking fuel.
I sometimes roast marshmallows and hotdogs on Sterno when I'm out camping and it does great and I've never been harmed from doing so.
Even the company Sterno says it's safe to use Sterno to roast Marshmallows and other foods on them.