In a large mixing bowl, dissolve the orange Jell-O in the boiling water by whisking thoroughly. Pour in the cold water and place the bowl in the refrigerator for 15 minutes to cool.
After chilling, briskly whisk the vanilla pudding mix into the gelatin until the mixture is smooth and uniform. Return it to the refrigerator for an additional 15 to 20 minutes, or until the consistency begins to thicken slightly.
Gently incorporate the Cool Whip, drained mandarin oranges, and mini marshmallows, folding them in until evenly combined.