1Make and bake cake mix as directed on box for 13x9-inch pan, using water, oil and eggs. Cool. Line cookie sheet with waxed paper. Crumble cake into large bowl. Add frosting; mix well. Shape into 1 1/4-inch oblong balls; pinch narrow end to look like tail feathers. Place on cookie sheet. Freeze until firm; keep refrigerated.
2With kitchen scissors, cut taffy candies into wing shapes. Shape fondant into 1/4-inch cones for beaks. In microwavable bowl, microwave candy melts and shortening uncovered on Medium (50%) 2 minutes, stirring once, then in 15-second intervals, until melted; stir in candy color until smooth. Dip tip of 1 lollipop stick about 1/2 inch into melted candy; insert stick into 1 cake ball no more than halfway. Repeat. Return pops to cookie sheet. Refrigerate 5 minutes; remove a few at a time. Dip each cake ball into melted candy to cover; tap off excess. Poke opposite end of stick into foam block. Immediately attach wings, confetti for eyes and orange cone for beak. Let stand until set.