Preheat oven to 350˚F (180˚C). Grease 2-3 baked doughnut pans.
In a large bowl, whisk together the flour, sugar, cornstarch, baking powder, baking soda, salt, and nutmeg.
In a small bowl, whisk together the buttermilk, eggs, butter, and vanilla extract. Mix into the flour mixture just until incorporated with no lumps.
Transfer the batter to a piping bag or a large ziploc bag with the corner snipped off. Pipe the batter into prepared doughnut pans. Each cavity should be about 2/3 full.
Bake in preheated oven until golden and the tops spring back when lightly pressed, 10-12 minutes. Allow to cool in the pan for 5 minutes, then transfer to wire rack to cool completely to room temperature.
Cut each mini marshmallow into thirds crosswise to create small round circles.