Get out a very small bowl, line it with plastic wrap, then pour in the Jelly Bellies.
Gather the edges of the plastic wrap and twist.
Shape the "scoop" of Jelly Bellies to look like ice cream, then insert the twisted end into the cone.
I've never done anything with the cones, but you could certainly add lacquer if you wanted. You could also create the cone out of paper. Fun!