How do I make candy shells like M&Ms or Reese's Pieces have?
You can give your candies hard shells by dipping them into a melted mixture of one part water, two parts sugar, and 1/2 part corn syrup. Melt those ingredients together over medium to medium-high heat until the sugar has totally dissolved and the mixture is at the hard crack stage (295-310° F./146-154° C.). Remove your pot of glaze from the heat and place it into a waiting metal bowl of ice water. Once the glaze has stopped bubbling, begin dipping your candies immediately. Once dipped, set them on an appropriate, lightly greased surface to cool (use a flavorless oil or kitchen spray for greasing).
You'll want to skewer your candies to dip them; never attempt to dip candies into hot glaze by hand. You'll also want to set everything up for dipping before you make your glaze: have your bowl of ice water ready; have a greased tray or marble slab/counter ready to receive your dipped candies; have your kitchen to yourself (distractions aren't good when working with hot glaze).
Your glaze will cool very quickly, so work carefully but efficiently.