Cut the marshmallows into small pieces and divide them between the four heat resistant glasses.
Mix the milk, cream, nutmeg, chili, vanilla pod, cinnamon, star anise and sugar and heat until it boils. Remove from the heat. Let it marinate for 15 minutes then bring to the boil once more.
Strain and pour the warm mixture over the chocolate. Then pour the hot chocolate over the marshmallows. Top with whipped cream.