In a large mixing bowl, combine the orange Jell-O and boiling water, whisking until the gelatin completely dissolves.
Stir in the cold water, then place the mixture in the refrigerator to chill for about 15 minutes.
Gradually whisk the vanilla pudding mix into the cooled Jell-O until the mixture is smooth, then return to the refrigerator to chill for an additional 15-20 minutes or until slightly thickened.
Gently fold in the Cool Whip, followed by the mandarin oranges and mini marshmallows, ensuring all ingredients are evenly distributed.
Cover and refrigerate until ready to serve.