Grease or line a cookie sheet with parchment paper.
Place the yellow candy melts in a small microwave-safe bowl and heat for 35 seconds. Stir and reheat as needed. If they seem stiff, add some shortening to loosen it up.
Stir in 1 to 1 1/2 cups of the Chex cereal and coat completely.
Place 1/3 cup of the powdered icing sugar in a large zip-top bag and add in the candy-coated cereal.
Close the bag and shake well to fully coat the cereal with sugar.
Empty the cereal onto the prepared baking sheet.
Repeat with the white candy melts and orange candy melts.
Let dry for an hour before packaging or serving.
Add the candy corn and toss to mix.