Thread the marshmallows onto metal skewers and place them a baking sheet lined with parchment paper.
Park yourself by the oven door!
Slide the baking sheet with marshmallows under the broiler and DO NOT WALK AWAY! Watch them closely and remove them from the oven as soon as they are golden brown.
You can even keep the oven door open a crack to watch them. They will be ready in less than 30 seconds.
Make the milkshakes:
Place the ice cream, blueberry sauce and milk into a blender. Add in the toasted marshmallows.
Blend on high until the mixture is completely combined and smooth. (The amount of milk can be adjusted up or down depending on the thickness you'd like.)
Pour into chilled glasses, add straws and serve immediately. Makes about two 2-cup servings.
Notes
Under a broiler, the marshmallows will brown very quickly. I learned the hard way that you have to stay right by the oven - if you walk away or get distracted they will burn! Fortunately, you'll only be waiting less than 30 seconds and they'll be perfectly toasted.
There are lots of ways to toast marshmallows! Thread marshmallows onto metal skewers and place them under the broiler in your oven. If you don't have metal skewers place rows of marshmallows on a parchment paper-lined baking sheet. You can also hold a marshmallow on a skewer over a gas or electric stove burner to brown it. If you have a hot coal or gas grill either of those would work. And, if you're lucky enough to own a mini brulée torch then you can torch those 'mallows!