Yes, they do exist here. They are called "malvaviscos". The puffy white ones used to be sold in big supermarkets, like Jumbo, but that was a few years ago. The ones that are more widely available are usually pink or twisted style different colors, brand name is "fini" from Brazil. You can find them at those big candy stores that sell things in bulk, usually in 200gr and 500gr bags. Have fun!