Open three of your bags of Walkers Shortbread Mini Hanukkah Stars (you will use the other bag for decorating) and pulse in a food processor until you have a fine crumb.
Then make the frosting. You can use store bought too, if you like. Add the butter and vanilla to a large bowl and beat with a hand mixer on medium-high speed until combined. Then add the powdered sugar and beat on low until it starts to come together. Slowly add the milk until your frosting is thick but spreadable. If you add too much milk, you can add more powdered sugar to stiffen it up.
Take three cups of the Walkers Shortbread Mini Hanukkah Stars crumbs and place it in a large bowl. Then add 1 cup of the frosting and combine until you get a thick dough that can be molded easily into balls. Using clean hands to combine is the easiest. You don't even have to measure the frosting, you can just add more until the dough comes together.
Form the dough into 10 equal size balls and then place in one layer on a parchment-lined plate or sheet pan and refrigerate for at least 1-hour.
When they are ready, get all your remaining ingredients ready: candy melts, sprinkles, candles and Walkers Shortbread Mini Hanukkah Stars. If you would like to add color drizzles, mix powdered sugar with just enough milk so it is thick but can drizzle. Add a little gel food coloring of your choice.
Melt your candy melts according to the package instructions, heating in 30-seconds increments until melted and smooth.
Place cake balls in the melted candy melts one at a time and coat. Lift it out with a fork and let the excess candy melt drip off. Place in on the parchment-lined pan and immediately add any other toppings and insert the candle at the top. I drizzled mine with two shades of blue, then used silver sprinkles.
Adhere a Walkers Shortbread Mini Hanukkah Stars to the front by spreading a bit of the candy melt to the back of the star to use as glue. For the shamash candle, use the candy melt as glue to stack two together.
Set up your menorah with the shamash in the middle (or one end) and then the other eight to one side or four on each side. Menorah can be made one day ahead of time and stored in the refrigerator. Let it come to room temperature before eating. Never leave lit candles unattended.