Ancient Roman nobility enjoyed feasting on stuffed dormice. However, it's likely that your students would prefer these chocolate Christmas Eve Mice from A Taste of Home cooking magazine. If you're looking for an authentic recipe (the ancient Romans didn't have chocolate), A Taste of Ancient Rome by Ilaria Gozzini Giacosa (translated by Anna Herklotz) includes one.
By the way, Caroline Lawrence, author of the Roman Mysteries series has completely redesigned her website. Your students will enjoy the first installment of her new online newsletter "Dormouse." This month features a fun quiz with questions that show the parallels between our modern Christmas celebration and the Roman Saturnalia.