The title is basically my question. I'll be going to Iceland in mid-February. I've got it in my head that I want to make a s'more, cooking over lava as a heating method, while I'm there and I'm looking for a way to get this done. (Also, and I don't know if that will put too much sulfur into the marshmallow and it will kill me. I know this isn't right place for that particular question, but if you know that I'll die from it, I'd appreciate the heads up :) )
You can roast a marshmallow over a vent in the volcano Eldfell, which erupted over the town of Heimaey in the stunning Westman Islands in 1973. You can take a commercial ferry to the island. From there, it's a short drive to the base of the volcano, and you can walk/scramble up the pebbly side of the volcano to the curved summit over the caldera. You'll find a beautiful view and tourists roasting marshmallows over steaming vents.