When the pretzels have set, cut 3 of the chocolate coated pretzel sticks in half to form 6 legs.
Carefully separate a Double Stuf Oreo Cookie in half (gently twisting the cookie shells helps to loosen it).
Place the cookie halves cream side up on the baking sheet. Smooth the cream with a butter knife or offset spatula if necessary.
Press 3 pretzel legs (cut side) into the cream on one side of a cookie half. Press 3 more legs into the opposite side of the cookie half.
Reassemble the cookie by topping the base with the other half of the cookie. Press gently to evenly distribute the cream.
Using melted chocolate and a toothpick or cocktail stick, attach the candy eyes.
Add a red Jimmie sprinkle to create a mouth in the cream under the top cookie. Add some white Jimmie sprinkles for teeth.
Continue until all spiders are assembled. Allow to fully set before enjoying.