Heat Oil in Deep Fryer. Mix together sugar and cinnamon. Roll/fold around chunk of Marshmallow (Or use small ones). So Marsh is in center. Pinch completely closed. I can usually get 2 DO NOTS (Donuts) per reg. size biscuit. Fry until browned all around. Immediately roll in sugar/cinnamon mixture. Set on paper towel to cool.
Note: To save calories, you can bake. Just place dough around marsh. Roll in sugar mixture. Bake.