Multicolored Mini Marshmallows in NYC?

Every Christmas my grandma used to make a candy called "Church Windows," which is basically melted chocolate and butter mixed with mini multicolored marshmallows and coconut. I'm dying to make them this year in memory of my grandma, and can't seem to find them in NY! Has anyone seen them around the city or the outer boroughs? Even Long Island?

I know what you're thinking... just use regular marshmallows. But the colored ones are key, because when you slice the logs of chocolate and marshmallows, they look like stained glass windows. Hence the name - church windows. They're not really church windows if the marshmallows are all white!

Has anyone spotted them at your grocery store? I can't even find any to buy online.

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