Combine chocolate and shortening in a microwave-safe bowl, and microwave for 1 minute at 50% power. Remove from the microwave and stir. If additional time is needed, continue to microwave chocolate in 30-second intervals at 50% power, stirring in between until the chocolate is completely melted.
Next, place the silicone cookie mold on a flat surface. Pour about a ¼ cup of melted chocolate into each cavity.
Place a cookie into the chocolate and lightly push down until the chocolate covers the cookie. If needed spoon additional chocolate over the cookie until completely covered. Set aside to harden.
While the chocolate is set, use a food color marker to place two dots for the eyes and five dots for the mouth to make a smile on the marshmallows.
Using leftover chocolate, adhere the carrot candy nose below the eyes and above the mouth on the marshmallow.
Once chocolate-covered Oreos have set completely, remove the cookies from the mold and adhere the marshmallow head to the cookie with leftover chocolate.
Next, take the broken pretzels and secure them in place, with chocolate, on either side of the marshmallow to resemble arms.
Finally, use a little of the extra chocolate to stick three mini M&Ms to the base of the cookie to resemble buttons.
Let the cookies set completely and then they will be ready to serve.