Line a baking sheet with wax paper. Begin by preparing your fondant shapes: add 3-4 drops of black gel food coloring to your fondant and fold and knead until completely colored. On a surface lightly dusted with cornstarch, roll out your fondant to be about ¼ of an inch thick and cut 12 small circles. These will be your lambs’ head.
Shape smaller pieces of your dark grey fondant into tiny oval shapes. Make 24 of them: these will act as your lamb’s ears.
Microwave your white candy in 30-second intervals until completely melted. With a fork, dip each Oreo into the candy and set on your lined baking sheet.
Place one circle-shaped fondant in the center of each Oreo cookie. Sprinkle your shredded coconut on each one.
Using a toothpick, apply a bit of white candy melts on the back of each fondant ear. Gently place on each Oreo cookie.
Apply the candy melts on your candy eyes and your sprinkles. Apply on face of each lamb.
Allow to set for at least 30-45 minutes.