Insert one lollipop stick into each marshmallow. In a microwave, melt chocolate and shortening; stir until smooth. Dip marshmallows in chocolate mixture, turning to coat; allow excess to drip off. Insert pops into Styrofoam to keep upright. Let stand to set slightly, about 15 minutes.
Decorate faces, attaching eyeballs and using red-hot candies for noses. Using a toothpick, poke two holes in top of each marshmallow; insert pretzel pieces for antlers. If desired, decorate with sprinkles. Refrigerate until set.