

I’ve had those. In Europe, in fact. That’s a Kinder Joy, not a Surprise.
If you’re American, I recommend you try and find a Yowie somewhere. Apparently they’re sold there. I don’t actually recommend the product—unfortunately new Yowies are just as bad as if not worse than Kinder Surprise, unlike the vastly superior version they used to make—but just to see the way the skirt a loophole in America’s law. Instead of being a completely enclosed (but hollow) case of chocolate, as both Surprises and old Yowies are, new Yowies’ eggs have small "wings"which poke out the side of the chocolate.
An interesting theory, but there are good reasons to doubt the claim, including the fact that woolly sheep are a recent product of human breeding, and that wild sheep are not even native to the same areas blackberries grow.