Build snowman. Prepare royal icing following recipe directions. Use knife or scissors to cut jumbo and regular marshmallows in half. Use tip 5 and icing in cut disposable bag to attach a regular marshmallow head on top of a jumbo marshmallow body.
Add coal features. Use black edible marker to draw eyes, mouths, and buttons on snowman.
Add arms. For arms, break pretzel twists into pieces and insert ends into sides of body.
Build sled. Break off hook part of candy canes so curve is mostly intact. Use tip 5 and icing in cut disposable bag to attach candy canes side-by-side.
Add back support. Use tip 5 and icing in cut disposable bag to attach hard candy to back edge of sled. Let set, approx. 2 hours.
Attach snowman. Attach snowman to sled with icing.