Start by placing parchment paper onto a cookie sheet, and set aside.
Place the orange candy melts into a microwave-safe bowl, melting in 30-second increments, stirring after each. Once melted, dip the Oreos in the orange candy melts, being sure to shake off any excess, and place them on the prepared baking sheet.
Continue with the desired number of cookies. Let them sit for a few minutes to allow the orange chocolate to set.
Place the chocolate candy melts into a microwave-safe bowl and melt in 30-second increments, stirring after each. Once melted, spoon into a piping bag and cut off a small tip. Then pipe a jack o' lantern face onto the chocolate-covered cookie. Continue until all of the Oreos are decorated. Be careful not to get the chocolate too hot or it will burn your hand.
Let set and enjoy!