Preheat a grill to medium. Thread 2 store-bought sponge cake dessert shells raft-style onto two 12-inch skewers. Repeat with 6 more dessert shells. Grill, well side down, on a well-oiled grate until browned. Flip and fill each well with 1 tablespoon prepared lemon curd; top with mini marshmallows. Transfer to the grills warming rack, cover and cook until the marshmallows are lightly toasted, about 5 minutes.