I personally don’t remember these, but just for kicks I just went to Yummies.com and poked around to see if anything fit your description. There was a roll-type candy called "Charms" – there was a picture of the package, but no description, so I could be way off.
Also, in the "Candy Graveyard" they had listed "Delpha Rolls." No idea what that is, because again, no description. But I thought it was worth a shot.