Preserving Nerds / Pop Rocks so they activate in the mouth and not in the food
Coat them in bee's wax or cocoa butter. You can actually buy them from MSK with the coating on. 

You likely won't be able to make them yourself without a huge amount of equipment. As far as I'm aware, they require carbon-dioxide to be pumped in, as the sugar mixture cools. This is what makes them crackle, as the gas is released when the small pockets of air dissolve.