Prepare a baking sheet with wax paper or set out a silicone baking mat.
Place the orange candy melts into a microwave-safe dish and melt in 30-second increments until melted.
Carefully dip 1/2 of a marshmallow into the orange candy melt, making sure all the sides are covered.
Place on the prepared sheets and repeat with remaining marshmallows. Let the candy melts harden completely (place in refrigerator to speed up the process)
Once the orange is completely hardened, melt the yellow candy melts.
Dip marshmallows into the yellow candy melts - about half way up the hardened orange.
Place on baking sheets and let cool completely.