Heat milk in a large saucepan over medium-low heat, stirring occasionally, until the mixture is warm and begins to steam, about 5 minutes. Gradually add marshmallows, stirring and mixing until smooth.
Remove the pan from the heat and stir in coffee, vanilla, and salt. Let cool 15 minutes.
Place cream in a large (preferably chilled) bowl and beat with an electric mixer on medium speed until frothy, about 2 to 3 minutes. Increase speed to high and beat until stiff peaks form.
Give the cooled marshmallow mixture a stir, then fold in the whipped cream. Pour into a shallow baking or loaf pan, then cover with plastic wrap and freeze until firm, at least 2 hours or overnight.
Serve topped with pretzels.
