I dunno, maybe I've just had a brainfart or something, and these things never even existed, but they popped into my head for some reason this morning.
I was remembering the old RGB ‘flyer’ things that came with some cereals or another back in the 80's, and I rembered (or imagined) a series of small pocket-size comcis in which you could choose at the end of certain frames which direction in which you wanted the story to go, kind of like the old gamebooks.

Did these comics really exist?

I remember similar things coming with Trio chocolate bars. There were four to collect, I think - I know I used to have them, but I suspect they went in the bin many a year ago.

robbritton;155579
I remember similar things coming with Trio chocolate bars. There were four to collect, I think - I know I used to have them, but I suspect they went in the bin many a year ago.

That's it. They were what I was thinking of. I hope I've still got my copies of these mini-comics somewhere or another, but I doubt it.

Trios were great chocolates.

They weren't really comics, they were more like those choose your own adventure books with pictures.