Prepare a large baking sheet with waxed paper.
Place each color of the candy melts in a separate microwave safe bowl.
Melt each set on high heat, stirring every 30 seconds until completely melted. Do not overheat. If the candy is too thick, add vegetable shortening or coconut oil in 1 teaspoon increments, up to 1 tablespoon, and stir well. Do not add water.
When all of the candy melts are ready, pour over the waxed paper and swirl together. If the candy dries too quickly, you can heat the entire baking sheet over a stove burner on low heat but do not allow the baking sheet to rest over the burner for too long.
While the candy is still soft, press the candies into the candy melts.
Allow to dry completely before breaking into pieces and serving.