The three parts
A shell of chocolate or candy melts, a filling of cake mixed with just enough frosting to hold, and a stick set into the filling before the base layer closes. Each part fails differently, which is why it helps to think of them separately.
Why they crack
Cold filling in a warm shell, or a warm filling in a chilled shell, makes the two layers move at different rates and the seam splits. Getting both to roughly the same temperature before closing the mould solves most of it.
Candy melts or real chocolate
Candy melts are forgiving — they set hard without tempering, which is why most guides use them. Real chocolate tastes considerably better and needs tempering to set with a snap instead of a dull, soft finish that blooms in the fridge.