Heat oven to 375°F. Spray large cookie sheet with cooking spray. Unroll dough on work surface; press dough into 12x8-inch rectangle. Cut into 6 squares. Place on cookie sheet.
Place 3 chocolate candy drops in center of each dough square. Bring 4 corners of dough to center of candies; twist firmly. Pinch edges to seal. Brush tops with 1 tablespoon whipping cream; sprinkle with sugar.
Bake 14 to 19 minutes or until deep golden brown.
Meanwhile, in 1-quart saucepan, heat sauce ingredients over low heat 1 to 2 minutes or until melted and smooth. Spoon 2 tablespoons sauce onto each serving plate. Top each with 1 pillow; drizzle with remaining sauce.