1. Prepare cake batter following recipe directions. Bake cakes in mini cake pan. While cakes bake, use scissors to cut a parchment rectangle for each treat, 3-1/2"x6". Dust rectangle lightly with cocoa powder. Remove cakes from oven; use knife to immediately trim edges off cake for easy rolling. Place cake on parchment rectangle dusted with cocoa powder, then dust cake lightly with cocoa powder.
2. Use the parchment paper to gently roll cake to form a coil shape. Allow to cool, parchment seam down.
3. Prepare filling following recipe directions. Gently unroll cake. Use spatula to gently spread filling on top of cake. Reroll cake.
4. Melt white Candy Melts candy according to package directions. Divide candy in thirds. Use blue candy color to tint melted candy light blue, medium blue and dark blue. Use spatula and melted medium blue candy to ice an area 1 ½" wide on underside of each cake. Place candy side down on parchment paper. Allow to cool in refrigerator until candy is firm 5 to 10 minutes.
5. Place cake, candy side down, on cooling grid over parchment paper-covered surface. Use melted dark, medium and light blue candy in cut disposable decorating bags to pipe one band of each color (1/2" wide) around treats, starting with dark blue at end. After completing each color, immediately pipe the next color.
6. Tap grid to settle candy. Allow to cool in refrigerator until firm on parchment-covered cake board for 10 to 15 minutes.