Okay, maybe mine aren’t quite as cute as the ones in this how-to video from Kraft https://www.myfoodandfamily.com/recipe/211788/fluffy-marshmallow-sheep but I’m about to eat the evidence anyway. I didn’t have any candy eyes on hand, so I just drew them on with a toothpick dipped in the melted white chocolate. I did have a lot of trouble inserting the pretzel legs through the white chocolate coating and getting them to stay in. If I was making them again, I’d probably not coat the belly area with the coconut/chocolate mix.
Here’s a tutorial on how to make marshmallow snowmenLooks a bit more complicated than the sheep, but still quite doable (I haven’t actually tried it).