Drain pineapple, reserving 2 tablespoons juice. Combine pineapple, cherries, and oranges; chill.
Combine reserved juice, egg yolks, and next 4 ingredients in a saucepan; cook over medium heat, stirring constantly, until mixture boils and thickens (about 5 minutes). Cool completely.
Stir fruit into egg yolk mixture; fold in miniature marshmallows and whipped cream, and chill for 24 hours.