Line cookie sheet with waxed paper. In 2-quart saucepan, melt almond bark and shortening over low heat, stirring occasionally. Pour into 11x7-inch (2-quart) glass baking dish or other shallow dish; carefully set baking dish in hot water to keep almond bark soft. (Do not get any water into almond bark.)
Sprinkle crushed candy over separate sheet of waxed paper. Dip pretzels into almond bark; allow excess to drip off. Roll in crushed candy. Place on cookie sheet. Let stand until set, about 30 minutes.