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Spread frosting over top and to edges of cookie pie. For hat, press blue candies across top third of frosted cookie. Slightly flatten marshmallow; place at top of circle for pom-pom. Sprinkle remaining frosted cookie with 1 tablespoon white candy sprinkles. Place 2 black gumdrops for eyes. Press 1 orange gumdrop to form pointed nose; place in center of cookie. Place brown candies in half circle under nose for smile. To serve, cut into wedges.