Should I bag hard candy or not

Have you tried using a marshmallow recipe that is only made from gelatin and cooked sugar syrup (sugar, water, and light corn syrup to soft ball stage, 240 degrees F)?

I have made various piped marshmallows that will hold swirly shapes using this type of marshmallow recipe. It is a bit more stable than the egg based recipes. The most important thing is to make sure that the marshmallow mixture is whipped to a nice fluffy, shiny, smooth stage (about 7-10 minutes on high speed) and piped very quickly into whatever form you want before it sets up using a large round tip. Timing is of utmost importance here and you may lose some marshmallow during this process at home.

I would also recommend piping onto a silpat (silicone) lined sheet tray or a piece of wax paper that has been lightly dusted with a mixture of cornstarch and confectioner's sugar.

The higher the temperature, the harder the caramel. That is basically the whole story. So I think what is happening to you is that the caramel in the middle is still going up in temperature due to residual heat, while the stuff at the sides cools down quickly because it can vent heat through the pan to the outside world. Have you checked the calibration on your thermometer? In any case, I think the things you can try are (1) cook to a slightly lower final temperature (back down a couple degrees at a time) and (2) set the pan over a tray of ice to cool it more evenly. Also, be sure to do a really good job of that final stir before pouring into the tray.