Pour the whipping cream into a large bowl. Using a stand mixer or a hand mixer, beat the whipping cream until it forms soft peaks. Stop the mixer and add in the sugar and vanilla. Continue beating again until stiffer peaks form, another minute or two, then stop.
Fold in the yogurt completely, then add in the blueberry pie filling. Mix gently until the filling is completely mixed in.
Stir in the marshmallows, then cover with plastic wrap and refrigerate for at least 3 hours.
To top, place dollops of whipping cream on top and place a cherry in each one. Serve right away.