Tightly wrap the outside of a 9-inch diameter spring form pan with 2 3/4-inch-high sides with 3 layers of heavy-duty foil.
Finely grind the cashews, cracker crumbs, and sugar in a food processor. Add the butter and process until moist crumbs form.
Press the cashew mixture onto the bottom of the prepared pan (not on the sides of the pan). Bake the crust until it is set and beginning to brown about 12 minutes. Cool.
Decrease the oven temperature to 325 degrees F.
Filling
Using an electric mixer, beat the cream cheese, mascarpone cheese, and sugar in a large bowl until smooth, occasionally scraping down the sides of the bowl with a rubber spatula.
Beat in the lemon juice and vanilla. Add the eggs, 1 at a time, beating just until blended after each addition.
Pour the cheese mixture over the crust in the pan. Place the spring form pan in a large roasting pan. Pour enough hot water into the roasting pan to come halfway up the sides of the spring form pan.
Bake until the center of the cheesecake moves slightly when the pan is gently shaken, about 1 hour and 5 minutes (the cake will become firm when it is cold). Transfer the cake to a rack; Remove foil from the pan and cool for 1 hour. Refrigerate until the cheesecake is cold, at least 8 hours and up to 2 days.
Topping
Place marshmallows on top and toast with a propane kitchen torch.
Melt the chocolate and drizzle over the marshmallows.