For Easter, one of our teachers made Resurrection rolls. They were a wonderfully tasty treat that tied into the Easter message and served as a reminder for the rest of the lesson. I love it when you can tie the message into the snack. It provides another chance to go over what the kids learned. You can find the recipe at allrecipes.com.
Quick tip: Make sure you properly seal the marshmallows inside. My friend did not, and came back to the oven to discover they had leaked out and started a fire!! We had to get by with one pan.