Great question! Marshmallows aside from being a tasty treat, are composed of dense polymer strands with air pockets. The air inside the pockets wants to match the pressure of the external environment, causing the marshmallow to expand or contract.

I am going to address nitrogen gas first since it is the easiest. The Earth's atmosphere is composed mostly of nitrogen gas. If you were to fill a container with just nitrogen gas and the pressure matched the Earth's atmosphere pressure the marshmallow would not change. If you decreased the pressure, the air inside the marshmallow would want more space causing the marshmallow to expand. If you increased the pressure past atmospheric pressure, the air inside the marshmallow would want less space causing the marshmallow to shrink.

The effect of carbon dioxide and helium is a bit more subtle. If the pressure is the same as atmospheric pressure, the marshmallow should not see a large change. But, a molecule of carbon dioxide is much heavier than s molecule of N₂ which is the majority of air. The air in the marshmallow will act like a balloon in a CO₂ environment. The air will want to expand to leave the marshmallow. The opposite will occur for marshmallow in helium because helium is much lighter than nitrogen gas.

If your school science teacher can get ahold of dry ice, I highly recommend you try putting a marshmallow in a container and seeing what happens. Make sure to wear safety glasses and thermal gloves when handling dry ice!