Fungus gnats are small, dark, short-lived gnats, of the families Sciaridae, Diadocidiidae, Ditomyiidae, Keroplatidae, Bolitophilidae, and Mycetophilidae (order Diptera); they are sometimes placed in the superfamily Mycetophiloidea. The larvae feed on plant roots and fungi, helping in the decomposition of organic matter.
In each of these situations, you experienced the work of the three types of heat transfer: conduction, convection, and radiation. Conduction, or direct heat, occurs when the faster moving molecules of the fire collide with the cooler molecules of the marshmallow, causing them to move faster and become hot.
As you can imagine, the most basic method is conductive heat transfer. Simply place the two objects in contact with each other, and the molecular vibrations from one object will case the molecules in the other object to begin vibrating. The thermal conductivity of the objects involved plays a big part in how much heat is transferred.