Preheat oven to 350 degrees. Place mini paper baking cup in each of 24 mini muffin cups. In a medium bowl, beat cake mix, water, 3 TBS oil and egg on low speed 30 seconds, then on medium speed 2 minutes. Divide batter among muffin cups. Bake 11-13 minutes or until toothpick inserted in center comes out clean. Cool 10 minutes; remove from pans to cooling racks. Cool completely.
In 3 small microwavable bowls, microwave each color candy melts separately on medium 1 minute, stirring once, until melted. Stir 1 teaspoon oil into each bowl until blended.
Dip two-thirds of pointed end of each Bugle snack into orange coating. Place on wax paper; freeze 5 minutes or until set. Dip pointed ends into white coating; freeze 5 minutes or until set. Dip widest ends into yellow coating. Gently press yellow end of each snack onto center of each sandwich cookie; let stand until set.