Here is the tutorial from the Monster High Birthday Party I did awhile back.
3 tbsp. butter
1 10 oz. pgk. marshmallows
gummy candies (worms, twizzlers, ect)
In a saucepan, heat the butter and marshmallows until the marshmallows are melted. Then stir in cereal. In a greased 9x13 pan, flatten until the bottom is filled (like you would normal rice-krispie treats) Once it has cooled, cut them into rectangles. I cut mine in half longways in the pan and then cut across. you can get about 16 out of one pan if you do them a little smaller than I did mine. Then get your fruit roll ups and cut them into about 6 in. strips (you want it long enough to wrap around treat) then lay it down and put a rice-krispie square on top, and then add your worms or licorice and roll it up. If your fruit roll up is longer, that's ok, that will help seal it closed.
another way is you can get fruit rolls, lay out the rice krispie on that, with some worms and licorice, roll up and then cut into small pieces.