Preheat the oven to 250 degrees Fahrenheit.
Place vanilla wafers on a foil- or parchment-lined cookie sheet.
Slice each marshmallow in half horizontally and place cut side down on each vanilla wafer.
Warm in the oven for 4 minutes until marshmallows puff up and soften.
Remove from oven and gently press marshmallows onto wafers with a rubber spatula.
Let cookies cool completely on a cooling rack.
In a microwave-safe bowl, melt chocolate chips with shortening in 15 to 30-second intervals, stirring until smooth.
Dip each cookie into melted chocolate, turning to coat fully using a fork.
Remove excess chocolate from bottom and place cookies on a parchment-lined baking sheet.
Add sprinkles if desired while chocolate is still wet.
Optionally add sea salt after chocolate slightly cools but before hardening.
Refrigerate to set the chocolate.
Store cookies in an airtight container with wax paper layers in a cool place for up to one week.