Line two large baking sheets with parchment paper. Arrange the Oreos on the sheets and carefully twist each one open, leaving the filling in place.
Melt the chocolate candy melts in a microwave-safe bowl at 50% power in short intervals, stirring between intervals until smooth. Follow the package heating directions. Transfer to a piping bag with a tiny opening, or use a small spoon.
Working with one cookie at a time, pipe or spoon a little coating onto the upper half of the exposed inside. Immediately arrange four candy corn pieces in a fan, with the white tips pointing inward and the wider colored ends extending beyond the cookie.
Add a little more coating over the white tips. Replace the cookie top and press gently to secure without cracking it.
Add a dab of coating to the front of the cookie below the feathers. Immediately attach one Rolo, leaving a flat end facing outward.
Use small dots of coating to attach two candy eyes and one Reese’s Pieces half to the Rolo, placing the candy half below the eyes as a beak.
Pipe a small line of red decorating icing beside the beak to make the wattle.
Repeat with the remaining cookies. Leave flat for about 15 minutes, or until the coating is firm and the decorations are secure, before serving or moving.