Cockroach Clusters are shaped like peanuts. They are sold at Honeydukes in Hogsmeade. Ron Weasley once thought he could fool Fred into eating some if he told him they were peanuts. They apparently contain real cockroaches. Once, when Harry Potter was trying to enter Professor Dumbledore's office, he stumbled upon the password, which was "Cockroach Clusters".
Behind the Scences
- In the Muggle world, there are actual Cockroach Clusters candies, which are sold as novelties. The website Candy Addict rated them number seven of the "10 grossest candies." 
- Cockroach clusters may be a reference to the confection referred to in the Monty Python sketch, "Crunchy Frog". This may also be the origin of the Chocolate Frog sweet.