To pull do this, you will have to use custom edges to get the look you wanted. First, you will need to go into the "Documents (Mac) / My Documents (Win) > Zaxwerks > 3D Invigorator > Custom Edges" and open the Edge Examples.ai file. In the Edge Examples file, draw a curve in a new layer. Name the layer "M&M".
The curve should look similar to the example picture below:
Once you completed drawing the custom edge, save the Illustrator file, and create a new Illustrator file.
In the new Illustrator file, draw a tiny circle (which we will use to apply the custom edge on), and save the file "tiny circle.ai" without compression.
Next, open ProAnimator, and use the "Open Illustrator File" command to open the "tiny circle.ai" file. Then, in the Object tab to the right, select the bevel "M&M", and you will be able to get the M&M shape. To make the shape smooth, turn the Object Faceting settings to to "0.05" or "0.01".
After you adjusted all the settings, you should be able to get the M&M shapes shown below: