I make my MMF in my kitchenaid every time, it's the easiest and cleanest way.
I coat my bowl that I'm melting my marshmallows in with Crisco.
I coat my mixer bowl with crisco and put in 1/2 of my powdered sugar. When the marshmallows are melted I pour them into the mixer, stir it a little, and then let it mix. Once that's all mixed, I mix in the rest of the powdered sugar.
Just remember not to turn the mixer up any higher than the 2nd setting (like Texas_Rose said). I usually never turn it up past the first setting.