On a flat working surface, assemble pretzel s’mores. On top of 1 pretzel, layer marshmallow and chocolate candy. Microwave for 10-20 seconds, up to 5 at a time, watching closely. The marshmallow should puff up. Top each with an additional pretzel, pressing down slightly.
Microwave candy melts in 30-second increments. Once melted, whisk in vegetable oil until smooth. Dip pretzel s’mores in melted chocolate, coating as best as possible (I used a spoon to help “pour” the chocolate over top – it can get messy!). Place on wax paper-lined plate and freeze to harden.