I found a 2 recipes online in Chinese and translated the simpler one below. Here are the original Chinese recipes:
Though I have eaten winter melon candy, I've never tried to make it, so the following recipe is untested, and any loopholes or inaccuracies in this recipe I wouldn't know how to resolve.
1. CHOOSING: Select a winter melon that is juicy, airing on the tough side.
2. CUTTING AND GUTTING: Cut away the green melon rind and scoop out the seeds as well as any tender parts on the melon interior.
3. SLICING: Cut the melon into strips of 8x1x1 cm .
4. HARDENING THE MELON: Soak the strips in 1-2% ASH SOLUTION. This step is to harden the melon. One recipe says to use clam shell ash.. I don't know where you would get it, but the proportions are 5 parts water 1 part ash by WEIGHT) for 4 to 6 hours. The other recipe says 8-10 hours, though it sounds like it's a recipe for a large batch.
5.BLANCHING: Rinse off all the ash water from the melon strips, continuing to do so until the smell of ash is gone. Blanch the melon strips in boiling water for 5 minutes.
6. SUGAR: Remove strips from boiling water and rinse with cold water until cool. Put strips into a large container and pour in 85% of the melon's weight in sugar (e.g. for 50kg of melon, add 42.5kg sugar), thoroughly coating them. Let it sit in the sguar for 2-3 days.(I'm assuming the sugar will draw water out from the melon or the next step would not make sense...)
5.Remove the strips along with the sugary water and simmer in a large pot to saturate the sugar. Stir and turn the strips constantly until the sugar water is concentrated enough that it solidifies when dripped in cold water. At this point, remove from heat immediately and continue to toss the melon strips until the surface becomes powdery.
Your melon candy is thus ready to be served and/or stored.