Follow the instructions on the candy package and melt in a wide bowl. For each bone, press marshmallows onto both ends of a pretzel sticks, with the marshmallows' flat sides parallel to the pretzel.
Dip each pretzel into the melted candy to coat it. Lift it out with a fork or chop sticks, letting the excess drip back into the bowl. Place the bone onto a sheet of waxed or parchment paper to dry/set at room temperature.