Line an 8 x 8-inch baking pan with parchment paper on all sides, then grease the bottom and sides with cooking spray. Set aside.
In a large saucepan over medium low heat, melt the butter. Next, add the marshmallows and cook, stirring occasionally, until the marshmallows melt completely, 3 to 5 minutes. Remove from the heat and use a silicone spatula to fold in the Rice Krispie cereal until evenly coated.
Pour all but a few tablespoons of the crushed peppermint candies into the mixture (you’ll save the rest for topping the bars later) and fold until combined. Transfer the mixture into the prepared pan. Rinse the silicone spatula off, then use it (still a little bit wet, as this will help with stickiness!) to push the bars down gently into an even layer. Place the bars into the fridge to set slightly while you melt your chocolate.
In a medium microwave-safe bowl, add the chopped chocolate and coconut oil and microwave on high for 30 seconds.
Remove the bowl from the microwave and use a silicone spatula or spoon to stir everything around. Continue microwaving the chocolate in 30 second increments until it’s melted completely, then set aside while you melt the white chocolate.
In a small microwave-safe bowl, add the chopped white chocolate and microwave on high for 15 seconds.
Remove the bowl from the microwave and use a silicone spatula or spoon to stir everything around. Continue microwaving the white chocolate in 15 second increments until it’s melted completely.
Take the bars out of the fridge and top with the melted dark chocolate, using an offset spatula or the back of a large spoon to spread it evenly to the edges. Next, spoon large dollops of white chocolate all over the dark chocolate (aim for 6-8 dollops). Use a toothpick (a chopstick also works) to create swirls through both chocolates. Top with the remaining peppermint candies, then place back in the fridge until the chocolate sets completely, about 30 minutes.
Remove, cut into 9 large or 16 small squares, and serve. Bars can be kept in an airtight container in the fridge for up to 2 weeks.