Place each color of candy melts in a small bag and microwave for 1 minute 30 seconds. Let sit an additional 2 minutes, then massage bag gently to make sure each is fully melted. Return to the microwave for 15 second increments, if needed.
Snip the corner of each bag. Add a swirl of white chocolate to the bottom (flat side of a Nilla Wafer. Place the Peppermint Patty on top and press down so that a small amount of the white chocolate peeks through on the edges.
Place a swirl of the yellow candy melt on top of the Peppermint Patty. Top with a couple pinches of green coconut.
Swirl red candy on the bottom side of another Nilla Wafer. Press it into the top of the coconut and gently squeeze the hamburger cookie together so that the colors show a bit on the sides and the cookie stays together.
Brush the top of the Nilla Wafer with a small amount of melted butter and sprinkle sesame seeds on top. Let cool to set.
Notes
Yields 20 cookies. These cookies can be made 2-3 days ahead of time. Store on the counter in an air-tight container.