Preheat the oven according to the cake mix package instructions. Grease a 9 × 13-inch baking pan, prepare the cake batter as directed on the package, and bake until the cake is just cooked through. Avoid overbaking, as a dry cake will be harder to shape.
While the cake is still warm, carefully crumble it into the bowl of a stand mixer fitted with a paddle attachment. Add the powdered sugar and vanilla extract, then mix on low speed until the cake forms a soft, moldable dough. If the mixture seems too dry to hold together, mix a little longer before adding anything else.
Scoop out small portions of the mixture and roll them into smooth balls about 1–1½ inches wide. Arrange them on a parchment-lined baking sheet. You should get approximately 24 cake balls, depending on their size.
Place the tray in the freezer for 10–15 minutes, or refrigerate for about 30 minutes, until the cake balls are firm but not frozen solid. This helps them keep their shape during dipping.
Place each color of candy melts in a separate microwave-safe bowl. Heat in 20–30-second intervals, stirring between each interval until smooth. If the coating is too thick, add a small amount of vegetable shortening and stir until it reaches a consistency suitable for dipping.
Dip the tip of each lollipop stick into the melted candy coating, then insert it about halfway into a chilled cake ball. Let the coating set briefly to secure the stick. Dip each cake pop into the melted coating, turning gently to cover it completely. Lift it out and tap the stick lightly against the bowl to remove excess coating.
While the coating is still wet, add candy eyeballs or Halloween sprinkles. For mummy designs, drizzle contrasting melted candy across the surface; for ghosts, use white coating and add small chocolate eyes; for monsters, use bright colors and playful decorations. Stand the cake pops upright in a cake pop stand or a box with small holes and let them set completely before serving.