However is not easy to find it in Spain... Neither the cool whip...
I've heard that, and Cool Whip is hard to ship since it needs to be refrigerated. However, fluff comes in a sealed container that can be stored at room temperature, and I've had a container sitting in my pantry for months at a time before using. So you should be fine with ordering fluff from wherever you can find a good price.
Never mind melting marshmallows. A quick google search turned up several recipes for making the fluff (like the stuff in the jars) completely from scratch - most accounts reporting how easy it was - and that it stays soft.
As the saying goes: if it sounds too good to be true, it probably is. Might try it, though. Can't be any harder than whipping 25 litres of double cream for two hours with an electric whisk before a session.
Making it is pretty easy. I made a giant pile of it once...only once! After nearly getting glued to the bed, I realized I much more enjoyed 'slippery' as opposed to 'sticky' - but it was a fun experience none the less!
Basically, you're looking for a simple syrup... white corn syrup if you have that available, or equal parts table sugar and water, boil to ~245F (118C), cool and whip that.
You can throw in egg whites if you want, 'cream of tartar' as a stabilizer (though not really needed if you don't plan to keep it around for days) and any number of flavors from vanilla to burbon to cinnamon, etc - though again, if you just want to wear it, whip the syrup, throw in some egg whites for extra fluff and enjoy.
ps - chocolate syrup always makes a nice dark contrast to the snow white fluff!