Line cookie sheet with waxed paper. In microwavable bowl, microwave candy melts and shortening uncovered on Medium (50%) 1 minute, then in 15-second intervals, until melted; stir until smooth. Dip half of each sponge cake in melted candy; tap off excess. Place on cookie sheet. Immediately attach 1 licorice piece to each side of cake for neck bolts. Add candy sprinkles to tops of cakes for hair. Let stand until set.