I've never tried Dandies, but have had TJ's. They're more candy like, sugary, than how I remember regular marshmallows. I think I like them better, but avoid them, because I'm really trying to avoid sugar!
Gelatin is so pervasive. The worst case is finding a vegan supplement, at a good price, and it's in gelatin capsules. Algae DHA is of particular interest to me. I've been at a CVS seeing the words "vegetarian capsules" on fish oil capsules, and algae DHA-100% plant based in bovine gelatin caps! And such a dam good value! Prenatal vitamins I find with high levels of algae DHA, as well as other veg vitamins, in gelatin capsules. Finding vegan dha in vegan capsules doubles the price. this doesn't make sense since other veg capsule supplements aren't higher priced than their counter parts in gelatin caps.
In addition to gelatin, I'm finding more carmine, confectioners glaze (beetle secretions), in candy. My old favorite, Junior Mints, have confectioners glaze, and even trader joes cocoa nibs they sell at the check out! Cocoa nibs!
Don't let the perfect be the enemy of the good