Cut orange candies into small triangles for snowman noses; set aside.
Place vanilla candy coating in a medium microwave-safe bowl. Microwave on 100% power (high) for 1 minute; stir. Continue to cook at 15 second intervals until melted and smooth, stirring after each. Dip 12 of the cookies in the melted candy coating to completely cover, allowing excess to drip off (to avoid crumbs in the coating, brush each cookie with a pastry brush before dipping to remove crumbs); place on waxed paper. Arrange orange candy triangles for noses and miniature chocolate pieces for eyes and mouth on each coated cookie while coating is still wet. Let stand until set.
For hats, twist open the remaining 6 cookies (no need to scrape off filling). Arrange cookie halves, filling sides up, on waxed paper; set aside. Melt the chocolate coating as above. Using a fork, dip marshmallows in melted chocolate coating to completely cover, allowing excess to drip off. Place a coated marshmallow on each cookie half while still wet; if desired, add sprinkles to the top of each marshmallow to resemble snow. Let stand until set.
For each snowman, dip the tip of a lollipop stick in the melted vanilla coating (heat in microwave if it has set up). Insert the dipped end of the stick into a coated cookie. Dip the top of the snowman "head" in the melted vanilla coating and add a hat, holding for a few seconds. Place the stick in the floral foam and allow to set. Repeat with remaining sticks, snowman heads, and hats.