Bring a large pot of water to a boil; add apples briefly, using a slotted spoon, to remove any wax that may be present. Wipe dry; cool. Insert sticks into apples through cores.
Place unwrapped caramels and 2 tablespoons water into a microwave-safe medium bowl. Microwave on high for 2 minutes; stir. Continue microwaving and stirring, at 1 minute intervals, until caramel is melted and smooth.
Line a baking sheet with waxed paper; coat with cooking spray. Hold apples by sticks; dip into caramel to coat. Set on waxed paper; refrigerate to set, about 15 minutes.
Microwave chocolate and 1 tablespoon shortening in a microwave-safe bowl until melted and smooth. Dip apples into chocolate to cover caramel layer; return to waxed paper to set.
Place candy melts and remaining 1 tablespoon shortening in a micro-wave safe bowl; microwave until smooth, stirring every 30 seconds. Drizzle melted candy melt in a colorful design onto coated apples using a fork or wooden stick. Refrigerate until set, overnight is better.
