I have made something similar. I use Rolos and pecans...I call them Pretzel Turtles. Ymmm!
(Image from my recipe folder / cards I make for my sons and daughters, using heritagemakers.com)
I tried the hugs and candy corn. They don't need as much time in the oven. I think 3 1/2 minutes max. The hug gets too soft. I didn't push the candy corn down at all, it just sunk right into it. They are good, but the Turtles are still my favorite.
I have also seen the Rolo candy with M&M candies (tried them and don't think I'll do them again) -
(another online image)
Okay, still in the theme of pretzels, chocolate, and Halloween...I saw these cute creatures too.
This idea comes from The Idea Room.