Unwrap ready-made crispy treats and form them into teardrop shapes using your hands. (Moisten your hands with water to prevent the treats from sticking.) Place the treats on a parchment-lined baking sheet.
Hold a crispy rice treat by the pointed end and dip it into the melted chocolate, covering about 2/3 of the treat, leaving a small area for the hedgehog's face. Hold it above the bowl to allow most of the excess chocolate to run back into the bowl. Immediately dip the chocolate-dipped portion into the chocolate sprinkles, covering the melted chocolate with the sprinkles so it resembles the hedgehog's spines. Place the dipped treats onto the parchment-lined baking sheet.
Let stand at room temperature until set, or chill in the refrigerator to speed setting. Press two mini semisweet chips into the marshmallow treat for the eyes. The exposed marshmallow treat portion will be sticky, so they should adhere naturally. Press a single confetti sprinkle onto the pointed end of the treat for a nose.