Alien Autopsy

Under the watch of a silent Army general, two masked scientists record the autopsy of a creature recovered from the Roswell crash site. Their first incision reveals no organs, only a torso packed with small candy-coated peanut butter candies, which they pointedly avoid naming. Hunting for anything biological, they saw off a limb and find it is stuffed with candy too. A furious man in a mariachi outfit then bursts in to claim the alien as one of two piñatas he lost from his party in Mexico when he tied them to a weather balloon, and berates the scientists for ruining the celebration until they order him out of their secret base.

Wikipedia's episode summary identifies the candies as Reese's Pieces, a brand the sketch itself never names on screen.