Start by twisting and separating the Oreos into two halves. In a microwave-safe cup, melt a small amount of candy melts (any color) in 20-second increments, stirring well after each. Dip the end of a lollipop stick into the melted candy, and sandwich it between both halves of the Oreo. Allow the candy to cool and firm completely before moving on to the next step. A quick trip to the freezer will speed up the process if you’re in a hurry.
Fill a microwave-safe cup about 2/3 full of red candy melts, and melt them in the microwave (again using 20-second increments and stirring afterward). Dip the Oreo pop into the red candy, allowing the candy to completely cover the cookie, and then lay the cookie pop on a sheet of parchment paper to cool and firm up. Add sprinkles while the candy is still wet (if desired). Repeat the process for each additional color of candy melts.