In a microwave safe bowl, microwave the royal blue candy melts for 45 seconds. Stir until completely melted and smooth.
Pour 2 tablespoons of the melted royal blue chocolate into 3 of the cookie molds. Place an Oreo on top of the melted chocolate. Spoon additional melted chocolate on top of each cookie, up to the top of the mold.
Repeat steps 1 & 2 with the light blue, orange, and green candy melts.
Place the cookie molds into the refrigerator and chill for 30 minutes to allow the chocolates to harden.
Line a cookie sheet with wax or parchment paper. Gently pop the chilled cookies out of their molds and place on the lined cookie sheet.
Apply icing gel to the back of 6 candy mustaches and place in the middle of 1/2 of the cookies.
To make the ties, cut out 6 (1 1/2 inch long ) strips from white Airheads. Use scissors to cut tie shapes from the green and orange Airheads.
Fold the ends of each white strip forward and to the center like a collar. Apply icing to the top of the remaining 6 Oreos and press the collar down on each one gently.
Apply icing down the middle of each Oreo and place a tie over the icing. Press down gently.
Feel free to decorate your ties with icing (think polka dots or stripes) or leave them solid in color.