Wash and dry the inside of plastic egg. Line cookie sheet with waxed paper.
In large microwavable bowl, microwave marshmallows and butter uncovered on High 1 minute; stir. Continue to microwave in 30-second increments, stirring until smooth. Stir in cereal until well mixed. Stir in chocolate candies.
Working quickly, press cereal mixture into each egg half, filling full. Remove from mold; gently press 2 halves together. Place on cookie sheet. Repeat with remaining cereal mixture. Cool completely, about 30 minutes.
In small microwavable bowl, microwave candy melts on Medium (50%) 1 to 2 minutes, stirring every 30 seconds, until melted and smooth. Dip bottom third of each egg treat into melted candy; let excess drip off. Return to cookie sheet. Let stand until set, about 5 minutes. Store covered at room temperature.