This is one of those great un-recipes that requires no baking yet results in a very tasty treat. You'll just need equal amounts of:
Rolo (caramel-center) candies
Pretzel M & M candies
Simply lay the pretzels out on a baking sheet that has been lined with parchment paper. Place an unwrapped Rolo candy on top of each pretzel. Place in a warm oven for 3-5 minutes, until the candy has softened a bit. Remove from oven and quickly but gently press an M&M in the middle of each Rolo. Allow the chocolate to firm back up (you can pop the cooled tray in the fridge or freezer if you like). Then remove them to an airtight container to store.
Now, you're probably already way ahead of me here, but naturally you can adapt this recipe easily to your family's favorites. I think peanut butter cups would be great in place of the Rolos, and you can top the candies with anything, too!