Sounds like your first try turned out way better than mine lol. I've finally gotten the procedure down to make them consistently smooth and cute. It sounds like you do need more shortening (I used between 1 and 2 tablespoons shortening per pound of candy melts/candy bark). It really does depend on the weather and brand of candy melts/bark as well though. If your candy melts are clumping up, it may also be that you're overheating them. So be sure to heat them only 30 seconds at a time and stir them between each blast.
One thing I want to warn you about after reading your process is to make sure not to over-chill the pops before dipping. Doesn't sound like it was a big problem this time, but if the balls are too cold before dipping, they will later expand as they warm up and cause huge cracks in the coating. This wouldn't be that bad on its own, but due to the compression on the cake, yellowish oil (due to the fat content of the cake ball filling) will seep out anywhere there are cracks in the coating.
In terms of hardening the shell, it will usually set even at room temperature given enough time. I used to hold the pop by its stick until I could see at least part of the coating turning less shiny (a sign that it was setting), then set it down on my non-stick mat. Now I've found it much faster to stick these stick-down into a styrofoam block to dry while I move on to dip more pops. It's really made the dipping part of pop-making FLY by. Hope that helps!