I actually did this two weeks ago with a group of elementary through high school age students. I did it with gingerbread dough, but I imagine it could be done with sugar cookie dough as well. We made gingerbread stained-glass ornaments, and they were absolutely adorable. What we did was roll portioned-out balls into long snakes and shaped them into the outlines of whatever shape we wanted on a parchment paper lined cookie sheet. All you have to do with the crushed candies is literally sprinkle them in, making sure you don't see space down to the parchment paper. Another method that I saw but haven't done yet is to use cookie cutters of different sizes. For instance, you could take a large star cutter first and then cut a smaller star with another cutter out of the middle, and then fill with the crushed candies. The candy (I read that Jolly Ranchers did the best so that's what I used) melted just like it was supposed to. When the cookie is done and the candy melted, take it out. The candy will become harder and harder as it cools.