Prepare a cookie sheet with non-stick aluminum foil.
Place Thin Mints in a gallon-size Ziploc bag and smash with a mallet, allowing for some larger broken pieces. Pour broken Thin Mints into a mixing bowl.
Smash pretzels in the same Ziploc bag and add to Thin Mints.
Spread broken cookies, pretzels and about half the M&Ms onto the cookie sheet, but reserve half cookie pretzel mixture for topping.
Place milk chocolate a double-boiler. Stir over heat until chocolate is smooth and completely melted.
Pour melted chocolate over cookie pretzel mixture and spread evenly with spatula. Sprinkle remaining cookie pretzel mixture, remaining M&Ms and colored sprinkles over the chocolate before it cools.
Place cookie sheet in refrigerator for 30 minutes to cool and set. Remove and gently break bark into small pieces. Store in air-tight container.