In 3 separate bowls, stir each color melted candy and 2 teaspoons shortening until smooth. Dip tip of 14 of the lollipop sticks about 1/2 inch into melted pink candy and insert stick into 1 cake square no more than halfway. Repeat, dipping 14 sticks in yellow candy and 14 in blue. Return to cookie sheet. Refrigerate 20 minutes. Remove from refrigerator a few at a time. Dip each cake square into melted candy to cover (using same color to match stick); tap off excess. Poke opposite end of stick into foam block. Let stand until set.