Place the chocolate chips in a small microwave-safe bowl. Microwave on High for 1 minute to 1 minute 20 seconds, just until the chocolate chips melt.
Stir the peanut butter sandwich cookies into the melted chocolate. Transfer to a small piece of parchment paper, sprinkle with chocolate sprinkles, let stand 1 hour or until hardened.
In a large bowl, stir together the snack mix, peanut butter cup candies, chocolate candies, and cereal. Stir in the chocolate-covered cookies before serving.