1. Prepare *marshmallow syrup by combining 1 cup water, ½ cup sugar, ¾ cup mini marshmallows, and ½ teaspoon vanilla in a saucepan over medium heat. Bring to a boil, stirring often. Remove from heat and let cool.
2. Combine ingredients for cocktail in a shaker. Shake vigorously 50 times. Add ice to shaker and shake again until shaker frosts. Strain into coup glass. Top with cinnamon.