Set the oven to gas mark 4 or 180°C. Melt the butter and set it aside. Whisk the egg and sugar until really light and fluffy — use an electric hand-mixer.
Whisk in the melted butter, buttermilk or soured cream and vanilla, then fold in the flour, sifted with the bicarbonate of soda. Use an ice-cream scoop to measure out the mixture on to the tray — make 16 scoops. Put one tray in the oven while you do the second tray. Bake for 15 mins until light golden.
To make the filling: Heat the marshmallows with the milk in a small pan over a low heat, stirring until smooth, and leave to cool for about 10 mins. Beat the butter until creamy, then beat in the marshmallow mixture until smooth. Use to fill the pies.
To make the icing: Sift the icing sugar into a bowl, add 2tbsp lemon juice, then maybe a little more, or some water, to make a glossy, runny icing. Spread a little on each pie and sprinkle with hundreds and thousands or sugar strands straight away. Leave to set.
By Recipe: Sue McMahon. Photo: Simon Pask. Props stylist: Sue Radcliffe