Preheat oven to 300°F. Line a cookie sheet with parchment paper and place 12 ritz crackers, with the bottom side facing up.
Place a Reese cup thin candy on each of the crackers. Transfer to the oven and bake for about 1-2 minutes, just until the tops of the Reese cups start to melt--you don't want them to melt fully or they will run, so just when the chocolate begins to loosen up and become glossy looking.
Remove the sheet pan from the oven and place another Ritz cracker on top of each of the Reese cups, very gently pressing so it is sealed with the chocolate. Cool in the refrigerator for about 15-30 minutes.
Once the Reese cups have solidified again, melt the chocolate in the microwave, heating in 20 second increments at 50 percent power and stir each time. To prevent overheating the chocolate, when most of the chocolate has melted, just keep stirring the melt the remainder versus heating anymore. Once the chocolate overheats, it is not usable.
Dip each Ritz cracker sandwich chocolate and allow extra to drip off, I like to use two forks and then scrape the bottom of excess chocolate so it doesn't puddle around the cookies. Place on parchment and sprinkle with holiday sprinkles.
Repeat with the remaining sandwiched and allow chocolate to cool and harden. You can place in the refrigerator to speed this up as well.