Pulverize the OREOS in a food processor until they're in fine crumbs. Alternatively, place them in a ziplock bag and crush them with a rolling pin. Stir in the cream cheese until thick and combined.

Shape the truffles. I found the easiest way to do this was to take about a 1-1 1/2 inch ball of the truffle mix then roll it in between my hands, making one side thinner than the other (that will be the point of the hat). Then press the larger side down onto a piece of wax paper to form the base of the hat. Freeze the truffles for 30 minutes.

Meanwhile, melt the candy melts in two different bowls. I usually do mine in 1 minute intervals on 60% power until smooth. Mix the coconut and sparkling sugar together in a small bowl.

Assemble your supplies. Lay the wax paper out on a flat surface. Gather your marshmallow, toothpicks, a wet rag, and bowl of candy melts and coconut.

Dip the truffles. Dip the tips of the truffles in the red candy almost to the bottom, then set them upright on the wax paper. While they're still wet, place a mini marshmallow at the peak. Repeat with remaining truffles.

Once marshmallows are dried and stuck to the top of the truffles, dip the tops of them in the white candy melts then immediately into the coconut mixture. Place them back on the wax paper.

Once the tops are dry, dip the bottoms in the white candy until they meet and slightly overlap the red space. Then, immediately dip them into the coconut mixture, spinning them around to cover. Set them flat on the wax paper. You may want to give them a little shove so the bottoms puff out and around the hat.

Allow to dry flat on wax paper for 5-10 minutes. Store at room temperature for up to a week.