For the marshmallow fondant: Combine the marshmallows and 1 1/2 teaspoons water in a large microwave-safe bowl. Microwave in 30-second intervals, stirring in between each, until melted and smooth, about 1 1/2 minutes.
Add about three-quarters of the sifted confectioners' sugar to the marshmallow mixture and stir to combine. Once the mixture becomes too stiff to stir, grease a work surface and your hands with shortening (or wear greased plastic disposable gloves) and dump the mixture onto the work surface. Knead, adding the remaining quarter of confectioners' sugar a little at a time, until the fondant is very smooth, not sticky and holds its shape in a ball without relaxing. Use right away or grease it lightly with additional shortening, wrap tightly in plastic wrap and store in an airtight plastic bag or container at room temperature for up to several days.
Remove a 1-ounce piece from the fondant ball (about 2 tablespoons). Wearing plastic disposable gloves, color the 1-ounce piece black (about 3 drops), rolling and kneading to evenly incorporate the color. Work in a little confectioners' sugar if the moisture from the food coloring makes the fondant too soft.
For the zebra head, legs, arms, ears and body: With greased hands, divide the white fondant into 6 pieces (one piece for each zebra). From the first piece, pinch off a portion of fondant and roll into a head. Pinch off 2 more pieces and roll them into stubby legs. Remove 2 more pieces of fondant and roll into arms. Pinch off 2 tiny pieces of fondant and roll them into triangular ears; use a toothpick to make a crease in each ear. Pinch off a small piece of fondant and reserve for the nose. Roll the remaining piece of white fondant into the body.
For the zebra stripes, hair, eyes and markings. With greased hands, divide the black fondant into 6 pieces (one piece for each zebra). From the first piece, pinch off small pieces and roll into thin lines for stripes. Pinch off a small piece and shape into a circle for hair, using a toothpick to make indents around the circle. Pinch off 4 small pieces and shape into circles for the pads at the end of the arms and legs. Pinch off 2 tiny black pieces and roll into balls for eyes. Pinch off a small piece of black fondant for the nose.
For the nose, combine the white and black fondant nose pieces into one gray piece and shape into an oval. Use a toothpick to poke 2 nostrils in the nose.
Build the zebra: Add a black circle to the end of each arm and leg, using a little water to attach them. Add stripes to the arms and legs. Press the legs together to join them in a "v" shape and set the legs on a parchment-lined baking sheet. Add the body in between the legs and arrange the arms on the side of the body. Add stripes to the head and attach the ears on either side, using a little water if needed. Attach the hair on top of the head in between the ears, using a little water and pressing lightly to adhere. Press the eyes and nose onto the face, using a little water if needed. Press the head on top of the body to adhere.
Repeat with the remaining white and black fondant to make 5 additional zebras. Let the zebras dry, uncovered, overnight.