Insert seven pieces of candy corn in a fan shape into half of the Double Stuf cookies. Position each cookie perpendicular to a remaining Double Stuf cookie; attach with chocolate frosting.
Using chocolate frosting, attach a peanut butter cup and a kiss to the front of each cookie. Tint vanilla frosting orange. For eyes, attach two marshmallow halves to each kiss with a small amount of orange frosting.
Twist mini cookies apart; remove and discard cream filling. Attach a Rolo to each mini cookie half with chocolate frosting and attach to tops of turkeys.
Using remaining frosting, pipe pupils, mouths and legs on turkeys. Let stand until set.