Melt the milk chocolate by setting up a heat-proof bowl on top of a pot with water simmering (but not touching the bowl). The chocolate will slowly melt. Do not heat it on high heat, or it will disintegrate the chocolate. Cut the pretzel pieces into half. They will not be perfectly half, don't worry. The reindeer antlers aren't perfectly mirror images I don't think
Gently pierce the lollipop stick into the marshmallow. Dip the marshmallow into the chocolate and turn it round and round to drip off excess chocolate. Gently insert the pretzel pieces on top of the marshmallow to look like the antlers. Place green or red M&M for eyes and nose (I got some the other way around). If you want to make Rudolph, make sure the nose is red :) You can also wait until the chocolate is set and solid before adding the eyes by using a bit of the melted chocolate as a glue. I just put them on when the chocolate is still wet :) Either way works
Another variety I made was to sprinkle on some Christmas nonpareils on the wet chocolate
Let the pops sit on top of the cake pop holder or Styrofoam. If you don't have both (like me), I just use a cooling rack :) Not the most perfect solution, but we pulled through :)
After the chocolate has set, tie the ribbon on the lollipop sticks and there you go, you have adorable Christmas marshmallow pops
Notes
I actually used dark chocolate (because that's all I had). I love dark chocolate as I think the marshmallow is sweet and the dark chocolate has that slight bitterness. But keep in mind that kids might not like dark chocolate :) (one of mine doesn't)