Freeze marshmallows for at least 2 hours until solid.
Set up a dredging station with three bowls: one for flour, one for beaten eggs, and one for a mix of panko breadcrumbs and shredded coconut.
Heat oil in a deep fryer or large pot to 375°F (190°C).
Roll each marshmallow first in flour, then dip in egg, and finally coat in the breadcrumb-coconut mixture.
Fry marshmallows in batches, without crowding, for about 30 seconds each, or until golden brown.
Drain on paper towels and let cool slightly before serving.
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