1. Preheat oven to 250°F.

2. Line a baking sheet with parchment paper.

3. Unwrap caramels and cut each one in half.

4. Arrange half of the pretzels in rows on the baking sheet.

5. Top each pretzel with half of a caramel.

6. Bake for about 8 minutes, until the caramels are starting to melt.

7. Remove from the oven and gently press the remaining pretzels on top of the caramels.

8. Allow the pretzel sandwiches to cool completely.

9. Melt blue candy melts in a double boiler or heat-safe bowl over simmering water until smooth.

10. Add shortening, 1/2 teaspoon at a time if needed, until the candy is smooth enough for dipping.

11. Prepare a flat surface with wax paper or parchment paper.

12. Dip about one-third of each pretzel sandwich into the blue candy coating.

13. Place dipped pretzels on the prepared surface and sprinkle with white sprinkles or star sprinkles while still soft.

14. Melt the white and red candy melts separately, adding shortening as needed for a smooth consistency.

15. Working with one color at a time, transfer melted candy to a piping bag, snip the tip, and drizzle over the bottom two-thirds of the pretzels.

16. Repeat with the remaining color so both drizzle colors are visible.

17. Allow pretzels to cool completely.

18. Store in an airtight container until ready to serve.