eBay seller intergalactic_space_bunny, better known as Alex Bickmore currently has one of these sets available for sale. His listing mentioned these original came with some sort of candy. While I have no reason not to believe him, I don't know it that is 100% correct. It would seem to make sense however because I've seen other similar toys packaged in this manner that had a piece of gum or hard candy.
At first I thought these were blind packaged, but that thought was quickly dispelled according to the graphic on the side of the box.
The figure itself is still sealed in it's original bag. From what I can tell it doesn't seem to differ at all from the U.S. version of the toy that I own, so I never bothered to open it. Appropriately the cardboard puzzle piece has a picture of a burning building on it.
I would really like to get more background on this release at some point and find out more information. Being released in the mid 90's only adds to the overall mystery of this piece. I wish I could remember where I purchased mine, but it's been so long I have no idea. As a fan of the Micromasters however, it's a nice little unique conversation piece that I still have in my collection today.