We did a marshmallow roast one time... Never again. Not concerned with the fire, but the number of kids that were allowed to RUN around and were slinging sticks with no concept of the danger they presented to other people... Nope...Not worth the risk, I'm simply amazed that on the one we were at no one ever poked someone with one of the sticks.
In the future my kids are welcome to roast marshmallow at home in the back yard, in the fireplace, over a grill.... but no way will they do another group deal.... you might have perfectly behaved children, but that doesn't mean the other kids will be or will have parents that even bother to make sure they don't do stupid things.