ChefTalk.com Top Picks
I saw that episode and I am pretty sure it used Tapioca Maltodextrin. It is pretty easy to work with, it comes in a super, feathery-light powder that you mix with an oil or fat based item, then it will turn to powder. I have done it with melted chocolate, olive oil or peanut butter. Just put it in the food processor and keep adding the maltodextrin until you get the right consistency. They may have either added crushed candy cane or just peppermint extract to the base (chocolate would make sense here).
Here is a site that will provide more detail - http://www.lepicerie.com/catalog/product_702700_Tapioca_Maltodextrin.html