These used to be one of my favorite candies growing up! I ate them plain. I have never baked with them, however, a few ideas come to mind. They would be yummy in brownies by simply laying them on the top of the batter just as you would chocolate chips on top. Also, they would be excellent chopped up and in homemade vanilla, chocolate, or mint ice cream! As for a "pillow" dough around it as you remembered, I cannot think of a similar recipe.