A friend who used to have a marshmallow business used drywall taping knives to cut hers.
I did take my guitar there one weekend they were producing and she found it useful to cut them.
We use pizza wheels and knives to cut ours. Coat them (the marshmallows) liberally in cornstarch or as an alternative powdered sugar and you shouldn't have a problem.
My friend also used a pizza wheel - but she was very picky about which ones she purchased - some worked well depending on the blade/handle configuration, others more poorly.
We picked up a Chicago Metallic Marshmallow Cutting Wheel and it is fantastic. a light spray with oil/butter and away you go.
$10 well spent. :)
The blade is plastic and perforated.
I would consider enrobing with chocolate twice. first time before cutting and second after. The chocolate creates a thin layer making it easier to cut. Otherwise, your marshmallow recipe might need to be firmer.(more gelatin perhaps)