Melt shea butter in a double boiler over medium heat. Or melt shea butter in a heatproof container in the microwave on a low setting (650 watts or lower) using 1-minute intervals. Stir between intervals until shea butter has melted.
Combine baking soda, citric acid, and cornstarch in a large mixing bowl. Mix well with a whisk or spoon to blend the ingredients.
Carefully add melted shea butter and essential oil to the dry ingredients and continue stirring the mixture.
Add coloring of your choice to the batch until the mixture has the color you want. Divide the mixture among two or three mixing bowls if you want to make an assortment of different colored Lolly Bombs.
Slowly add small amounts of witch hazel until the mixture starts to clump together in the palm of your hand. As little as a teaspoon can be enough.
Scoop the mixture into the popsicle molds. Press down the mixture firmly when you reach the top.
Stick a wooden craft stick into the center of each mold. Press down the mixture on each side.
Let the bath bombs dry in their molds overnight. Carefully remove them from their molds the next day.