It's highly unlikely that your marshmallows are fertile, because you need both male and female trees, in close proximity to produce viable seed, and males are very rare. Also, it is common knowledge, that marshmallows prefer a much warmer climate: I doubt they'd germinate. You cold try a few in a cold frame or even better, a heated greenhouse.
Good look
P.S. You need an acid soil for the pink ones.
Yes they tend to be grafted onto root stock as due to hybridisation which causes the difference in colour,it prevents fertilisation via pollination.