Place four 12-ounce glasses in the freezer. Preheat the broiler to high.
Put the marshmallows on a baking sheet and broil until golden brown. Allow to cool completely in the fridge.
Combine the marshmallows, ice cream and milk in a blender. Blend on high until smooth.
Divide the mixture among the chilled glasses. Spread a thin layer of the marshmallow creme over each milkshake. Using a kitchen torch, brulee the top of each milkshake to caramelize the marshmallow. Finish with crumbled graham crackers and chocolate shavings. Serve immediately.
Propane gas torches are highly flammable and should be kept away from heat, open flame and prolonged exposure to sunlight. They should be used only in well-ventilated areas. Follow torch manufacturer's instructions for use.