Melt the candy melting wafers according to the package directions. Spoon some of the melted candy on top of a cookie and spread it so it covers most of the cookie but has an irregular border. Place a slice of marshmallow toward the top edge and spoon some more melted candy on top, smoothing it to fully cover the marshmallow and blend it into the candy on the cookie.
Decorate the face of the snowman with mini chocolate chips for eyes and an orange sprinkle as a carrot nose. Place a peanut butter cup half on top of the snowman's head like a hat. Use other sprinkles to add a mouth or buttons if desired. Repeat with the remaining candy, cookies and decorations (rewarming the candy melts if necessary). Let the cookies set, about 10 minutes.