Step 1:
The candy papers are 4,5x4,5 inches or 11x11 centimeters. One side is colored and the other side is white. Prefold over the two yellow lines.

Step 8:
Make the same fold on the other side.

Step 6:
Mountain-fold over the two lines on the left and valley-fold over the two lines on the right.

Step 13:
Pull the upper layers upwards, see arrows.

Step 12:
Turn the model

Step 11:
Insert the triangle on the right into the opening on the left. Use tranparent tape to connect both parts.

Step 10:
Make the same fold on the other side.

Step 9:
Make the same folds on the other side.

Step 5:
Fold in half.

Step 7:
Make the same folds on the other side of the model.

Step 3:
Fold both edges to the centerline.
Then unfold the model.

Step 2:
Fold both corners to the center.

Step 4:
Start with the folds in the middle.
Use tranparent tape to make the model flat and shiny.

Done! Yummy!
This DIY-video by Joost Langeveld also shows you how to make the Origami candies: