Most of the birds nest candies are made with chow mein noodles, but I found some pretzel stack recipes that contain pretzels sticks, peanuts and either crushed shredded wheats, cheerios, chex or graham squares, or Rice Krispies. One had marshmallows melted and mixed with the dry stuff to help it stick together. Several just said to stack and pour the melted white chocolate coating.

You will have to figure out what cereal was used in you candy, or ask the maker. My only hints are to use a double boiler to melt the coating and to make them on buttered wax paper in case they stick.