Making them would be fun! Please, do tell! It really doesn't need the stick. They could be wrapped a lot more prettily than the store-bought ones are!
Hopefully somewhere locally you have a bakery or supply shop (or order online). I go to a bakery supply store and purchase good quality chocolate there (Merken's).
Get yourself some good melting chocolate (the usually come in little circular waffers).
Like these: http://www.cakeandcandyconnection.com/buymelts.html
Get a plastic mold (I buy a few so it goes faster) you like (rose shaped - of course!) and then your wrapping supplies.
Once you have all your supplies, set up a double boiler. This can be an actually double boiler
Double Boiler Picture or just a pot with a metal bowl that can lay on top (not inside).
Fill the pot about 1/4-1/2 way with water (you don't want it coming out) , top with your bowl, and keep it to a simmer.
Once the simmer is good add your melts to your bowl. They will begin to melt - stir them till fully melted. Make sure to watch for steam coming from the sides - Ouch!
Once they are melted you can spoon the chocolate into the molds. Lightly tap the mold on a level surface once you have fill them to get rid of any air bubbles.
Next step is to cool. I cool mine in the freezer - just place the mold on a level surface - it takes 5-10 minutes. Once they are cool, just pop them out of the mold and wrap!
You can melt chocolate in the microwave, but I prefer to melt it on the stove.
If you have other questions about it, let me know.