Either use ready-made Uncrustables or make your own. It's as simple as making peanut butter and jelly sandwiches. You just want to be sure to keep the filling away from the edges.
For Uncrustables, you will be removing the crusts and then sealing around the edges of the sandwiches. You can buy combination sandwich cutters/sealers on Amazon so if you're using one of those, keep the size of it in mind when adding the fillings to your sandwiches.
What if you don't have one of those handy gadgets? I've had good luck with using a plain round cookie cutter. As you press it into the sandwiches, it often partially seals the bread together on its own. I then use a fork and go around as you would with a pie crust to give it a really good seal. I've heard of other people using those ravioli tools successfully for this too.
Now, stick pretzel sticks into the sides of each Uncrustables sandwich, making spider legs.
Using peanut butter as glue, place the candy eyes onto the sandwich.
Serve & enjoy.
Notes
We like grape jelly here, but you can use whatever kind of jam or jelly you prefer. If you are sending this to school or serving to someone with a peanut allergy, you can substitute Wow butter for the peanut butter.