Brush the bottom and sides of a 20cm square baking pan with vegetable oil and line with clingfilm, leaving plenty hanging over the edges. Brush again with vegetable oil. Combine the icing sugar and cornflour and then, using a sieve, dust the pan generously, knocking out any excess.
Put 75ml cold water and the gin in the bowl of a stand mixer fitted with a whisk attachment. Sprinkle the gelatine into the bowl and stir briefly to make sure all the gelatine is in contact with the liquid. Let soften while you make the sugar syrup.
In a heavy, large saucepan, combine half the granulated sugar with the golden syrup and tonic water. Place over a medium flame and heat, stirring until the sugar has dissolved. Bring to the boil and continue to heat, without stirring, using a sugar thermometer to check the temp until it reaches 115°C. Remove the saucepan from the heat and leave it to stand for 5 minutes.
Turn the mixer on to low/medium and pour the hot sugar syrup into the softened gelatin in a thin stream down the side of the bowl. Once all the syrup is incorporated, increase the mixer speed to high and beat for 8-10 minutes until the marshmallow is very thick and forms a thick ribbon when the whisk is lifted.
Grease a rubber spatula and your hands with vegetable oil and use the spatula to pour the contents into the prepared cake tin. Dust the top evenly with more of the icing sugar mixture, then cover with the overhanging cling film. Leave to set for at least 8 hours, preferably overnight.
While the marshmallow sets, get to work on the candied lime peel. Use a sharp knife, carefully remove any thick white pith from the lime peel, then cut it into thin strips.
Fill a medium pot with water and boil over a high heat. Prepare an ice-water bath. Add the lime peel to the boiling water and cook for 1 minute. Using a slotted spoon, immediately transfer the lime peel to the ice-water bath to cool.
Add the remaining granulated sugar and 250ml water to a medium saucepan over a medium-high heat until the sugar is dissolved. Drain the lime peel and add to the saucepan. Cook, stirring occasionally, for 5 minutes. Using a slotted spoon, transfer the lime peel to a wire rack set over parchment paper to drain. Toss with the caster sugar to coat.
Carefully fill a tall cup ¾ of the way with boiling water and leave a sharp knife to stand in there for 30 seconds. Sieve some of the icing sugar mixture on to your work surface and turn out the set marshmallow, peeling off the clingfilm.
Remove the knife from the hot water and dry with a tea towel. Use the hot knife to trim the edges of the marshmallow, discarding them. Dip the knife back into the hot water, wipe, and cut the marshmallows into 36 squares approximately 3cm in size, dipping the knife back into the hot water whenever it gets hard to cut.
Toss the marshmallows in the remaining icing sugar mixture until all sides are coated, shaking of any excess. Top each marshmallow with the candied lime peel and serve.