These are so easy to make. All you need is:
One candy bar (Hershey's or Mr. Goodbar candy bars work well)
Two regular sized candy canes
Penguin or Santa foil covered chocolates. (I used chocolate penguins made by Palmer's.)
Glue the candy canes to the sides of the candy bars. Then glue the foil covered chocolates on top of the candy bars. I also glued the candy canes to the penguins.
These were very quick and easy to make. My kids had fun racing them down cookie sheets held up by cereal boxes.