Cut marshmallows into thirds horizontally; cut the center portion of each into four wedges for ears. Roll cut sides of ears in sugar to prevent sticking together. Set ears and remaining portions aside.
In a microwave, melt baking chips and shortening; stir until smooth. Stir in food coloring if desired.
Twist apart sandwich cookies. Dip the end of a wooden pop stick into melted baking chip mixture and place on a cookie half; replace cookie top. Repeat. Place pops on waxed paper-lined baking sheets; refrigerate for 10 minutes or until set.
Reheat baking chip mixture if necessary; dip a pop in mixture and allow excess to drip off. Return to waxed paper-lined baking sheet. While wet, position a marshmallow slice on the cookie for a snout. Add ears on top edge of cookie; hold for a few seconds or until set. Add chocolate chip eyes. Place two baking bits on snout, securing with a dab of baking chip mixture. Repeat. Let stand until set.