This year we roasted some brazil nuts in a little bit of ghee and sea salt and added them to the taffy. It was divine.
If you want to try it on your own, get yourself a large bowl of clean, fresh snow. Boil up maple syrup until a strip poured on the snow firms up immediately (if it just melts into the snow, it's not ready). Use chopsticks or something similar and wind the taffy around it. The more snow caught up in the taffy, the better. Yum!