Blend the milk and frozen coffee blend with coffee liqueur (add more or less to taste) until smooth.
Divide shakes into two glasses.
Arrange the marshmallows in a flower pattern on a heat-safe plate, with one marshmallow in the middle and 6 around the outside.
With a heat gun or blow torch, brown or toast marshmallows, keeping them in the flower pattern (they will stick together.)
Repeat steps 3-4 for the second glass.
Gently pick up each marshmallow flower; place and press one on the top of each glass.
Drizzle with caramel sauce, if desired.