Line a large cookie sheet with wax paper and set aside.
There a couple of ways you can melt your chocolate. The goal is to get all your different colored chocolates melted at the same time and to keep it soft and fluid. I chose to melt my white chocolate over a double boiler that way I could remove it from the heat but keep it over the warm water to keep it melted while I melted the candy melts in the microwave.
The key to melting your white chocolate over a double boiler filled with water is to just fill the bottom pot with enough water but not have it touch the pot above it.
Bring it to a boil then reduce the heat to low. Keep stirring your chocolate with a wooden spoon or rubber spatula until it's smooth and there are no more clumps of chocolate.
Remove from the heat and set aside while you melt your candy melts.
Place about 1/4 cup of each candy melt color in each of their own small plastic baggies. Add about 1 teaspoon of coconut oil to each bag. (This will help keep your colored candy melts nice and fluid for when you marbleize it.
Place one or two filled baggies in your microwave at a time. Start my heating on high for 30 seconds. Remove the baggies and squeeze with your fingers to mix the candy melt and oil together. Place back in the microwave for another 30 seconds. Remove and squeeze to mix again. If you still feel lumps of candy place back in the microwave for another 10 seconds. ( Be careful not to over heat or your candy may seize.)
Once all of your chocolate and candy melts are melted, spread your white chocolate into your wax paper lined cookie sheet. Cut a small hole in the corner of each of your plastic baggies and drizzle each color over your white chocolate. (Use as much or as little of the colors as you like. I had a lot left over but I probably could have used more.) Make sure you get some all the way to the edges.
Use a toothpick or skewer and drag the tip through the white chocolate and candy melts to swirl together. There's no right or wrong way to do it. Drag it back and forth, side to side, in a figure 8 motion, whatever you like.
Once you're happy with your design pop the tray in the fridge to chill and harden. About 10-15 minutes.
Remove from the fridge and carefully peel away the wax paper. Cut your chocolate with a knife or break with your hands. Try not to handle with your hands too long though or the chocolate will begin to melt.
Place pieces in a clear plastic bag along with a few Rolos and tie with ribbon. I ended up with about 6 large baggies but you could also make smaller sized bags.