Make the flavored ice cream: Stir together ice cream, espresso, and hazelnut spread in an airtight container. Freeze until firm, about 1 hour (up to 1 week).
Make the syrup: Stir sugar, cinnamon sticks, and 1/2 cup water in a small saucepan. Bring to a boil over medium heat, stirring to dissolve sugar. Reduce heat, and simmer 5 minutes. Remove from heat. Stir in rum. Let cool completely. Strain into an airtight container; discard cinnamon sticks. Refrigerate overnight (up to 1 month).
Make the hazelnut whipped cream: Put cream and hazelnut spread into the bowl of an electric mixer fitted with the whisk attachment; beat on medium-low speed until light brown and well combined, about 5 minutes. Raise speed to medium-high; beat until soft peaks form.
To assemble each drink: Using a 1 1/2-inch ice cream scoop, put 3 scoops ice cream into a small coffee cup or 6-ounce glass. Pour in 1 tablespoon syrup, then 3 ounces hot coffee. Add a dollop of hazelnut whipped cream and a dollop of plain whipped cream; swirl together with a spoon. Drizzle more syrup over top; sprinkle with cinnamon. Serve immediately, garnished with marshmallows.
Not too impressed with these, especially considering all of the extra effort I put into making the ice cream, syrup, whipped cream, marshmallows, etc. I might make it again with some short-cuts.