Place Golden Oreos or circus cookies into the bowl of a food processor fitted with the "S" chopping blade. Pulse a few times to break up the cookies, then process for 15-30 seconds until the cookie crumbs look like sand and no larger pieces remain.
Add the cream cheese to the food processor and pulse again a few times, then process until the mixture is well-combined. It will be fairly wet and sticky at first, but will thicken up as it sits.
Using a mini ice cream scoop, portion out the "dough" and roll each into a 3/4-inch ball. Place on a plate or tray lined with waxed paper and place in freezer for at least 30 minutes, or up to several days in advance.
To dip cookie balls - line a baking sheet with waxed paper. Place each bag of candy melts into a separate bowl or glass measuring cup. Microwave on 50% power for one minute, then for 30-second intervals, stirring after each interval, until smooth and creamy. Stir 1 teaspoon vegetable shortening into each bowl or cup. Add more if needed, until candy melts are at the desired consistency.
Working one or two at a time, drop each chilled cookie ball into the candy melts and gently press down with a fork so they are completely coated. Lift each one out of the coating and gently rap the fork on the rim of the bowl or cup to allow the excess to fall back in with the rest. Transfer each truffle to the waxed paper and sprinkle with some of the nonpareils. Allow to set up completely in a cool place, like the refrigerator. Once set, transfer the truffles to an airtight container or resealable bag and store in the fridge or freezer until ready to eat. Will keep well for about a week in the fridge, or several months in the freezer.