Have 4 parfait or wine glasses ready. Put the milk in the freezer for 20 minutes before you a ready to make the pudding.
In a medium-size bowl, whisk together the pudding mix and milk until well combined and slightly thick. Let set for 5 minutes.
Put the graham crackers into a resealable plastic bag and using a rolling pin, roll over the crackers to break them up into coarse crumbs. Spoon about a 1/4 cup or so of the pudding into the bottom of each glass. Sprinkle on a layer of the crumbled graham crackers and then a layer of marshmallows. Repeat with another layer of each ingredient ending with the marshmallows. Carefully light a kitchen torch and lightly brown the top layer of marshmallows. Serve.