Heat oven to 350°F. Spray 8-inch square pan with cooking spray. In medium bowl, break up cookie dough. Stir or knead in oats. With floured fingers, press dough evenly in bottom of pan to form crust. Bake 15 to 20 minutes or until golden brown.
Meanwhile, in 1-quart saucepan, heat caramels and milk over low heat, stirring frequently, until caramels are melted and mixture is smooth, stirring frequently. Remove from heat.
Sprinkle marshmallows over warm crust. Bake 1 to 2 minutes longer or until marshmallows are puffy. Drizzle caramel mixture evenly over warm bars. Sprinkle with chocolate candies. Cool completely, about 1 hour. For bars, cut into 6 rows by 4 rows with hot, wet knife.