Preheat the oven to 250
Line a baking sheet with parchment paper.
Unwrap caramels and cut each one in half.
Arrange half of the pretzels in rows on the baking sheet, and top each pretzel with half of a caramel.
Place the baking sheet in the oven for about 8 minutes, until the caramels are starting to melt.
Remove the pretzels from the oven and gently press the remaining pretzels on top of the caramels.
Allow them to cool completely.
In a double boiler or a heat safe bowl over a small pot of simmering water, melt the blue candy melts. You want the chocolate to be nice and smooth and melted. If needed add ½ a tsp shortening at a time until the consistency is perfect for dipping.
Prepare a counter, table or other flat surface with wax or parchment paper.
Dip about 1/3 of each pretzel into the blue chocolate, place it on the prepared surface and sprinkle with white and/or star sprinkles while the chocolate is still soft.
Next melt the white and red chocolate, adding shortening ½ a tsp at a time if needed for a nice smooth consistency.
Working one color at a time, place the melted chocolate in a piping bag, cut the point off, and drizzle on the bottom 2/3 of the pretzels. Follow with the next color drizzling so that you can still see the first color.
Allow them to cool completely.
Store in an airtight container until ready to serve.