Place orange candy melts in a microwave safe bowl and melt in the microwave per the directions on the package.
Place 2 tablespoon melted candy into one half of a bomb mold and, using the bottom of your tablespoon measuring spoon, press the chocolate up the sides of the mold, keeping it thick but even. Repeat with 12 bomb mold halves.
Place the chocolate filled bomb molds into the freezer for 5 minutes.
Remove molds from the freezer and gently tap the sides of the mold, pressing on one side of the chocolate to make the chocolate slide out of the mold.
Fill 6 of the molds with 2 tablespoon hot chocolate mix, 1 teaspoon sprinkles, ½ teaspoon pumpkin pie spice, and 6-8 mini marshmallows.
Heat a plate or a flat-bottom bowl in the microwave until the surface of the plate is warm to the touch (about 20 seconds).
Press one of the empty chocolate bomb halves open-side-down onto the flat portion of the warm plate for about 10 seconds. This will gently melt the rim of the chocolate cup.
Immediately press this warmed edge chocolate cup to the top of one of the filled cups. This will join the two halves of the hot cocoa bomb. If desired, use your finger, dipped in the melted candy, to rub the seam and join it more securely.
Using the yellow and chocolate candy melts, melted per the directions on the package, drizzle the chocolate over the assembled hot cocoa bombs then immediately follow by sprinkling the pumpkin spice sprinkles.
Place the hot cocoa bombs into the freezer for 5 minutes to get them to set, then remove and store in an airtight container until you’re ready to use.
To use the hot cocoa bombs, place them in a mug and pour 2 cups hot milk over the top. Stir until the hot cocoa bombs are completely melted and enjoy!